+281.0%
ARMK vs VCLT
+50.2%
+230.8%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.9% |
| 7D | +2.8% | -0.6% | +3.4% | +3.0% |
| 30D | -1.8% | +2.8% | -4.6% | -2.7% |
| 3M | -10.9% | -0.4% | -10.5% | -10.8% |
| 6M | +21.2% | -3.1% | +24.3% | +22.5% |
| YTD | +47.0% | -2.7% | +49.7% | +48.3% |
| 1Y | +42.9% | -3.7% | +46.5% | +44.6% |
| 3Y | +95.0% | +15.6% | +79.4% | +85.9% |
| 5Y | +106.2% | -15.8% | +122.0% | +109.7% |
| 10Y | +131.6% | +23.0% | +108.6% | +151.6% |
| All | +281.0% | +50.2% | +230.8% | +331.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling