-97.4%
ARMP vs VT
+223.7%
-321.1%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +2.6% | +5.7% | +7.1% |
| 7D | +33.3% | +0.4% | +33.0% | +33.3% |
| 30D | +4.7% | -2.6% | +7.3% | +5.9% |
| 3M | -19.3% | -3.2% | -16.1% | -17.9% |
| 6M | -54.2% | +0.9% | -55.2% | -54.4% |
| YTD | -39.5% | +11.3% | -50.8% | -42.5% |
| 1Y | -34.3% | +14.0% | -48.3% | -38.1% |
| 3Y | +59.7% | +75.8% | -16.2% | +24.6% |
| 5Y | 0.0% | +57.8% | -57.8% | -18.5% |
| 10Y | -97.4% | +219.8% | -317.2% | -98.8% |
| All | -97.4% | +223.7% | -321.1% | -98.8% |
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