+296.4%
ARM vs VST
+359.8%
-63.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +3.5% | +0.4% | +2.4% |
| 7D | +5.5% | +8.9% | -3.5% | +1.7% |
| 30D | -8.2% | +6.2% | -14.4% | -10.5% |
| 3M | -35.9% | -2.7% | -33.2% | -35.2% |
| 6M | +103.1% | -8.4% | +111.5% | +108.8% |
| YTD | +130.6% | -7.2% | +137.8% | +132.9% |
| 1Y | +86.1% | -20.9% | +107.0% | +99.9% |
| All | +296.4% | +359.8% | -63.4% | +184.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VST.
Daily Out/Under-Performance
Portfolio return minus VST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VST 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 VST 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