+193.0%
ARM vs VUG
+79.1%
+113.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +2.8% | +3.9% | +0.5% |
| 7D | -5.3% | +0.5% | -5.8% | -5.9% |
| 30D | -30.0% | -8.2% | -21.9% | -13.9% |
| 3M | -34.1% | -5.4% | -28.6% | -23.1% |
| 6M | -12.6% | -2.5% | -10.1% | -1.0% |
| YTD | +70.4% | +4.2% | +66.2% | +69.9% |
| 1Y | +22.3% | +5.0% | +17.2% | +19.7% |
| 3Y | +261.2% | +81.7% | +179.5% | +25.1% |
| All | +193.0% | +79.1% | +113.9% | +5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 VUG 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