+287.7%
ARMK vs VCLT
+50.7%
+237.0%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.3% | +3.9% | +4.1% |
| 7D | +0.9% | +1.2% | -0.3% | +0.5% |
| 30D | -0.4% | +3.4% | -3.7% | -1.6% |
| 3M | -2.0% | -0.9% | -1.1% | -1.7% |
| 6M | +22.0% | -3.1% | +25.1% | +23.2% |
| YTD | +49.6% | -2.4% | +52.0% | +50.7% |
| 1Y | +46.4% | -2.7% | +49.0% | +47.6% |
| 3Y | +103.2% | +16.9% | +86.4% | +93.1% |
| 5Y | +108.1% | -17.0% | +125.1% | +112.1% |
| 10Y | +129.4% | +22.1% | +107.3% | +148.7% |
| All | +287.7% | +50.7% | +237.0% | +338.9% |
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