+261.2%
ARM vs VST
+251.1%
+10.1%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -13.8% | +8.5% | +0.7% |
| 7D | -18.7% | -15.7% | -3.0% | -12.7% |
| 30D | -36.7% | -17.0% | -19.7% | -31.8% |
| 3M | -31.6% | -15.9% | -15.8% | -26.5% |
| 6M | -5.6% | -25.0% | +19.4% | +6.1% |
| YTD | +75.5% | -25.1% | +100.6% | +93.6% |
| 1Y | +19.3% | -34.9% | +54.2% | +38.9% |
| All | +261.2% | +251.1% | +10.1% | +375.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling