+214.2%
ARM vs VXUS
+63.3%
+150.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.8% | +0.6% |
| 7D | +19.8% | +2.3% | +17.5% | +13.7% |
| 30D | -21.8% | -2.2% | -19.6% | -16.2% |
| 3M | -26.5% | -5.4% | -21.1% | -13.7% |
| 6M | -3.9% | -1.2% | -2.7% | +6.0% |
| YTD | +82.8% | +10.4% | +72.4% | +58.0% |
| 1Y | +34.3% | +11.8% | +22.5% | +12.5% |
| 3Y | +282.2% | +68.4% | +213.8% | +35.5% |
| All | +214.2% | +63.3% | +150.9% | +17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VXUS.
Daily Out/Under-Performance
Portfolio return minus VXUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXUS 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 VXUS 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