+132.7%
ARMK vs VT
+224.5%
-91.7%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -2.4% | +0.4% | -2.9% | -2.9% |
| 30D | 0.0% | +1.0% | -1.0% | -1.1% |
| 3M | +6.7% | +2.4% | +4.3% | +3.2% |
| 6M | +38.8% | +12.0% | +26.8% | +20.5% |
| YTD | +55.2% | +15.3% | +39.8% | +30.1% |
| 1Y | +46.6% | +22.6% | +24.0% | +13.9% |
| 3Y | +112.9% | +74.7% | +38.2% | +6.8% |
| 5Y | +144.0% | +66.1% | +77.8% | +30.7% |
| All | +132.7% | +224.5% | -91.7% | -33.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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