+147.5%
ARMK vs VSXY
+37.5%
+110.0%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.1% | +0.1% | +2.9% |
| 7D | +3.1% | +0.1% | +3.0% | +3.1% |
| 30D | -2.8% | -18.7% | +15.9% | -1.1% |
| 3M | +7.6% | -4.0% | +11.6% | +7.4% |
| 6M | +47.9% | +67.5% | -19.6% | +37.7% |
| YTD | +60.0% | +39.7% | +20.4% | +51.2% |
| 1Y | +52.2% | +180.0% | -127.7% | +32.0% |
| 3Y | +131.4% | +337.3% | -205.9% | +78.7% |
| 5Y | +163.2% | +22.7% | +140.5% | +131.3% |
| All | +147.5% | +37.5% | +110.0% | +119.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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