+174.6%
ARM vs VUG
+74.2%
+100.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.9% | +3.8% | +2.7% |
| 7D | -15.2% | -3.4% | -11.8% | -8.0% |
| 30D | -40.7% | -11.1% | -29.6% | -21.6% |
| 3M | -39.1% | -7.2% | -31.8% | -25.9% |
| 6M | -26.4% | -4.1% | -22.3% | -13.4% |
| 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% | +20.1% |
| All | +174.6% | +74.2% | +100.4% | +5.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling