+214.2%
ARM vs VTEB
+10.2%
+204.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -0.9% | 0.0% |
| 7D | +19.8% | -0.7% | +20.6% | +21.8% |
| 30D | -21.8% | +2.7% | -24.5% | -26.5% |
| 3M | -26.5% | -1.2% | -25.3% | -23.9% |
| 6M | -3.9% | -1.0% | -2.9% | -0.7% |
| YTD | +82.8% | -0.2% | +82.9% | +86.6% |
| 1Y | +34.3% | +0.1% | +34.2% | +36.5% |
| 3Y | +282.2% | +10.8% | +271.4% | +208.9% |
| All | +214.2% | +10.2% | +204.0% | +133.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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