+162.2%
ARM vs VT
+65.0%
+97.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -4.1% | -9.0% | -0.9% |
| 7D | -27.1% | -4.2% | -23.0% | -16.7% |
| 30D | -44.9% | -5.8% | -39.1% | -33.3% |
| 3M | -39.3% | -5.2% | -34.0% | -26.9% |
| 6M | -20.2% | +0.1% | -20.3% | -13.6% |
| YTD | +52.5% | +8.2% | +44.3% | +35.0% |
| 1Y | +4.1% | +10.1% | -6.0% | -12.4% |
| 3Y | +211.7% | +69.7% | +142.0% | -10.2% |
| All | +162.2% | +65.0% | +97.2% | -17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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