+50.5%
VCIT vs ARMK
+315.5%
-265.0%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.2% | +4.8% | +0.7% |
| 7D | +0.4% | -5.8% | +6.3% | +0.5% |
| 30D | +2.2% | -5.3% | +7.4% | +2.3% |
| 3M | -1.8% | -6.7% | +4.9% | -1.7% |
| 6M | -1.6% | +17.4% | -19.0% | -2.0% |
| YTD | -1.7% | +43.0% | -44.8% | -2.4% |
| 1Y | -0.8% | +40.3% | -41.2% | -1.5% |
| 3Y | +19.3% | +90.8% | -71.5% | +17.8% |
| 5Y | +3.5% | +102.2% | -98.7% | +2.0% |
| 10Y | +28.6% | +125.8% | -97.2% | +27.1% |
| All | +50.5% | +315.5% | -265.0% | +50.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 ARMK 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