+199.6%
ARM vs VTRS
+139.3%
+60.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.7% | -5.4% | -4.8% |
| 7D | +9.1% | +4.6% | +4.5% | +8.0% |
| 30D | -19.9% | +19.4% | -39.3% | -23.2% |
| 3M | -31.6% | +30.8% | -62.4% | -35.9% |
| 6M | -13.9% | +21.6% | -35.5% | -18.1% |
| YTD | +74.3% | +71.2% | +3.1% | +48.0% |
| 1Y | +35.8% | +97.6% | -61.8% | +10.3% |
| 3Y | +268.6% | +163.9% | +104.7% | +142.5% |
| All | +199.6% | +139.3% | +60.4% | +105.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 VTRS 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