+315.5%
ARM vs VTR
+126.1%
+189.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.6% | +1.0% |
| 7D | +12.5% | -2.9% | +15.4% | +12.4% |
| 30D | -1.4% | -2.8% | +1.4% | -1.5% |
| 3M | -18.7% | +9.0% | -27.7% | -19.2% |
| 6M | +124.6% | +5.0% | +119.7% | +124.3% |
| YTD | +141.7% | +16.9% | +124.8% | +135.2% |
| 1Y | +87.7% | +34.3% | +53.4% | +75.7% |
| All | +315.5% | +126.1% | +189.4% | +204.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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