+124.4%
ARMK vs VLTO
+56.4%
+68.0%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | -0.1% |
| 7D | +2.7% | +1.0% | +1.7% | +2.3% |
| 30D | -1.5% | +17.5% | -19.0% | -6.9% |
| 3M | -11.6% | +21.4% | -33.0% | -17.5% |
| 6M | +6.7% | +38.1% | -31.4% | -5.6% |
| YTD | +47.4% | +19.0% | +28.4% | +38.3% |
| 1Y | +41.5% | +20.7% | +20.8% | +31.9% |
| 3Y | +95.5% | +64.3% | +31.3% | +72.2% |
| All | +124.4% | +56.4% | +68.0% | +99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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