+299.7%
ARM vs VTRS
+88.2%
+211.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.7% | -3.1% | -3.6% |
| 7D | +4.8% | -3.3% | +8.1% | +5.6% |
| 30D | -5.5% | +1.4% | -6.9% | -5.8% |
| 3M | -17.3% | +4.6% | -22.0% | -18.9% |
| 6M | +110.9% | +18.1% | +92.8% | +97.6% |
| YTD | +132.5% | +34.7% | +97.9% | +109.2% |
| 1Y | +64.9% | +65.6% | -0.7% | +38.7% |
| All | +299.7% | +88.2% | +211.5% | +191.0% |
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