-98.0%
ARMP vs VT
+214.8%
-312.8%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -4.1% | -0.4% | -2.6% |
| 7D | -7.7% | -4.2% | -3.5% | -5.9% |
| 30D | -22.1% | -5.8% | -16.3% | -20.0% |
| 3M | -36.2% | -5.2% | -30.9% | -34.4% |
| 6M | -67.9% | +0.1% | -68.1% | -68.0% |
| YTD | -52.2% | +8.2% | -60.5% | -54.0% |
| 1Y | -47.0% | +10.1% | -57.1% | -49.3% |
| 3Y | +38.2% | +69.7% | -31.4% | +9.6% |
| 5Y | -24.1% | +53.4% | -77.4% | -37.3% |
| All | -98.0% | +214.8% | -312.8% | -99.0% |
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