+135.4%
ARMK vs VO
+192.5%
-57.0%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.6% | +2.0% | +2.1% |
| 7D | +1.7% | +0.6% | +1.1% | +1.0% |
| 30D | +3.1% | -1.1% | +4.2% | +4.4% |
| 3M | +9.2% | +4.5% | +4.7% | +3.7% |
| 6M | +43.7% | +11.1% | +32.6% | +27.2% |
| YTD | +57.4% | +13.5% | +43.8% | +35.9% |
| 1Y | +51.9% | +14.5% | +37.4% | +29.7% |
| 3Y | +125.4% | +58.1% | +67.3% | +31.8% |
| 5Y | +149.1% | +43.3% | +105.8% | +63.0% |
| 10Y | +135.4% | +193.2% | -57.7% | -22.1% |
| All | +135.4% | +192.5% | -57.0% | -22.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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