+10.3%
ARM vs VUG
+0.3%
+10.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.9% | +3.8% | +2.4% |
| 7D | -15.2% | -3.4% | -11.8% | -7.1% |
| 30D | -40.7% | -11.1% | -29.6% | -18.6% |
| 3M | -39.1% | -7.2% | -31.8% | -24.0% |
| 6M | -26.4% | -4.1% | -22.3% | -11.2% |
| YTD | +59.7% | +1.4% | +58.4% | +67.9% |
| 1Y | +10.3% | +1.9% | +8.4% | +15.4% |
| All | +10.3% | +0.3% | +10.0% | +15.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling