+199.6%
ARM vs VUG
+78.6%
+121.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.9% | -3.7% | -2.6% |
| 7D | +9.1% | +2.5% | +6.6% | +3.8% |
| 30D | -19.9% | -6.3% | -13.7% | -5.7% |
| 3M | -31.6% | -6.0% | -25.6% | -18.8% |
| 6M | -13.9% | -3.5% | -10.3% | +0.1% |
| YTD | +74.3% | +3.9% | +70.4% | +75.5% |
| 1Y | +35.8% | +5.1% | +30.7% | +33.3% |
| 3Y | +268.6% | +77.9% | +190.7% | +33.1% |
| All | +199.6% | +78.6% | +121.0% | +9.2% |
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