+158.3%
VEA vs ARMK
+138.5%
+19.8%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -1.0% | -1.2% |
| 7D | -2.1% | -0.9% | -1.2% | -1.9% |
| 30D | -1.1% | -5.9% | +4.9% | +0.4% |
| 3M | +5.1% | +6.7% | -1.6% | +3.2% |
| 6M | +9.8% | +42.5% | -32.8% | +0.3% |
| YTD | +15.9% | +55.1% | -39.2% | +3.6% |
| 1Y | +24.6% | +50.3% | -25.8% | +12.0% |
| 3Y | +75.5% | +122.2% | -46.7% | +41.7% |
| 5Y | +59.4% | +155.2% | -95.8% | +23.0% |
| All | +158.3% | +138.5% | +19.8% | +103.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling