+128.0%
ARMK vs VSXY
+93.0%
+35.0%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | 0.0% |
| 7D | +2.7% | -1.7% | +4.4% | +2.8% |
| 30D | -1.5% | +20.1% | -21.6% | -3.2% |
| 3M | -11.6% | +16.6% | -28.2% | -13.1% |
| 6M | +6.7% | +134.9% | -128.2% | -3.7% |
| YTD | +47.4% | +96.0% | -48.6% | +34.7% |
| 1Y | +41.5% | +203.8% | -162.3% | +22.6% |
| 3Y | +95.5% | +465.3% | -369.8% | +48.6% |
| 5Y | +108.4% | +106.3% | +2.1% | +77.7% |
| All | +128.0% | +93.0% | +35.0% | +95.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling