+219.8%
ARM vs VTRS
+142.0%
+77.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | +1.0% | +11.0% | +11.8% |
| 7D | +6.0% | +9.6% | -3.5% | +3.8% |
| 30D | -20.3% | +20.1% | -40.4% | -23.7% |
| 3M | -24.4% | +30.3% | -54.7% | -29.1% |
| 6M | -4.4% | +26.3% | -30.7% | -10.1% |
| YTD | +86.0% | +73.1% | +12.9% | +57.5% |
| 1Y | +35.8% | +94.7% | -58.9% | +10.9% |
| 3Y | +289.1% | +159.7% | +129.4% | +158.9% |
| All | +219.8% | +142.0% | +77.8% | +119.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling