+156.0%
VEA vs ARMK
+328.3%
-172.3%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | +2.3% | +2.7% | -0.4% | +1.6% |
| 30D | +0.2% | -1.5% | +1.7% | +0.4% |
| 3M | -5.3% | -11.6% | +6.2% | -2.6% |
| 6M | -0.9% | +6.7% | -7.7% | -2.9% |
| YTD | +12.2% | +47.4% | -35.2% | +1.1% |
| 1Y | +16.1% | +41.5% | -25.4% | +5.6% |
| 3Y | +73.0% | +95.5% | -22.6% | +43.2% |
| 5Y | +53.7% | +108.4% | -54.7% | +23.5% |
| 10Y | +159.3% | +132.3% | +27.0% | +96.5% |
| All | +156.0% | +328.3% | -172.3% | +74.9% |
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