+296.4%
ARM vs VSH
+34.7%
+261.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +4.4% | -0.5% | +0.9% |
| 7D | +5.5% | +4.1% | +1.4% | +2.6% |
| 30D | -8.2% | -4.2% | -4.0% | -6.2% |
| 3M | -35.9% | -50.0% | +14.0% | +1.0% |
| 6M | +103.1% | +80.2% | +22.9% | +34.9% |
| YTD | +130.6% | +121.1% | +9.5% | +29.8% |
| 1Y | +86.1% | +112.0% | -25.9% | +6.9% |
| All | +296.4% | +34.7% | +261.7% | +247.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling