+228.9%
ARM vs VUG
+78.4%
+150.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.9% | +3.8% | +2.7% |
| 7D | -15.2% | -3.4% | -11.8% | -7.9% |
| 30D | -40.7% | -11.1% | -29.6% | -21.3% |
| 3M | -39.1% | -7.2% | -31.8% | -25.7% |
| 6M | -26.4% | -4.1% | -22.3% | -13.3% |
| YTD | +59.7% | +1.4% | +58.4% | +69.2% |
| 1Y | +10.3% | +1.9% | +8.4% | +15.4% |
| 3Y | +228.9% | +77.7% | +151.1% | +4.1% |
| All | +228.9% | +78.4% | +150.5% | +4.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling