+311.3%
ARM vs VWO
+64.7%
+246.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.3% | +4.1% | +4.5% |
| 7D | +11.4% | +0.9% | +10.5% | +9.3% |
| 30D | -7.4% | +1.3% | -8.7% | -9.8% |
| 3M | -24.5% | +5.1% | -29.6% | -30.3% |
| 6M | +128.7% | +12.5% | +116.1% | +90.2% |
| YTD | +139.3% | +14.0% | +125.2% | +93.4% |
| 1Y | +88.0% | +19.7% | +68.2% | +39.6% |
| All | +311.3% | +64.7% | +246.6% | +64.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 VWO 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