+256.3%
ARMK vs VT
+249.8%
+6.5%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -4.1% | +0.2% | +0.5% |
| 7D | -10.2% | -4.2% | -6.0% | -6.0% |
| 30D | -9.3% | -5.8% | -3.5% | -3.3% |
| 3M | -11.4% | -5.2% | -6.1% | -6.2% |
| 6M | +11.6% | +0.1% | +11.5% | +10.6% |
| YTD | +37.5% | +8.2% | +29.2% | +24.8% |
| 1Y | +34.9% | +10.1% | +24.8% | +20.0% |
| 3Y | +83.4% | +69.7% | +13.8% | -0.5% |
| 5Y | +87.9% | +53.4% | +34.5% | +14.9% |
| 10Y | +117.0% | +219.2% | -102.2% | -31.3% |
| All | +256.3% | +249.8% | +6.5% | +2.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling