+108.1%
ARMK vs VEU
+49.1%
+59.0%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.8% | +1.4% | +1.8% |
| 7D | +0.9% | +0.8% | +0.2% | +0.2% |
| 30D | -0.4% | -1.6% | +1.3% | +1.1% |
| 3M | -2.0% | -4.2% | +2.2% | +1.6% |
| 6M | +22.0% | -1.5% | +23.5% | +22.5% |
| YTD | +49.6% | +11.7% | +37.9% | +33.0% |
| 1Y | +46.4% | +15.6% | +30.8% | +25.8% |
| 3Y | +103.2% | +71.7% | +31.5% | +16.0% |
| 5Y | +108.1% | +49.5% | +58.6% | +37.7% |
| All | +108.1% | +49.1% | +59.0% | +37.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 5y: compounded portfolio wealth divided by compounded VEU 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…
5y analysis · Full analysis span regression · 6 months rolling