+311.3%
ARM vs VTRS
+90.9%
+220.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.6% | +5.3% | +4.1% |
| 7D | +11.4% | -0.1% | +11.5% | +11.4% |
| 30D | -7.4% | +1.9% | -9.3% | -7.9% |
| 3M | -24.5% | +5.1% | -29.5% | -25.9% |
| 6M | +128.7% | +20.1% | +108.6% | +113.3% |
| YTD | +139.3% | +36.6% | +102.7% | +114.5% |
| 1Y | +88.0% | +64.1% | +23.9% | +58.6% |
| All | +311.3% | +90.9% | +220.4% | +198.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling