+137.9%
ARMK vs VCLT
+16.9%
+121.0%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.1% |
| 7D | +0.3% | 0.0% | +0.3% | +0.3% |
| 30D | +2.4% | +0.1% | +2.2% | +2.3% |
| 3M | +6.1% | -2.9% | +8.9% | +7.3% |
| 6M | +41.8% | -4.0% | +45.7% | +44.1% |
| YTD | +55.5% | -2.2% | +57.8% | +56.9% |
| 1Y | +49.6% | -2.6% | +52.2% | +51.1% |
| 3Y | +122.8% | +12.3% | +110.5% | +112.6% |
| 5Y | +151.0% | -16.4% | +167.4% | +158.8% |
| 10Y | +137.9% | +18.1% | +119.9% | +167.8% |
| All | +137.9% | +16.9% | +121.0% | +167.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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