+296.4%
ARM vs VTEB
+9.7%
+286.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | 0.0% | +3.9% | +3.8% |
| 7D | +5.5% | -0.8% | +6.2% | +7.5% |
| 30D | -8.2% | -1.3% | -6.8% | -5.0% |
| 3M | -35.9% | -2.1% | -33.8% | -32.3% |
| 6M | +103.1% | -1.7% | +104.8% | +112.5% |
| YTD | +130.6% | -0.6% | +131.2% | +136.6% |
| 1Y | +86.1% | +3.1% | +83.0% | +79.4% |
| All | +296.4% | +9.7% | +286.7% | +196.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling