+185.4%
ARM vs VSH
+13.8%
+171.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.4% | -4.0% | -3.6% |
| 7D | -10.4% | -1.6% | -8.8% | -9.7% |
| 30D | -31.8% | -21.3% | -10.5% | -20.3% |
| 3M | -32.2% | -18.9% | -13.3% | -22.6% |
| 6M | -14.9% | -21.4% | +6.5% | -2.0% |
| YTD | +66.0% | +86.8% | -20.8% | +4.1% |
| 1Y | +17.2% | +85.8% | -68.5% | -26.5% |
| 3Y | +247.2% | +30.1% | +217.1% | +190.8% |
| All | +185.4% | +13.8% | +171.6% | +179.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VSH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling