+55.6%
VFC vs ARMK
+41.1%
+14.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -4.2% | +8.6% | +6.0% |
| 7D | +21.5% | -5.8% | +27.3% | +24.2% |
| 30D | +46.7% | -5.3% | +51.9% | +49.3% |
| 3M | +38.4% | -6.7% | +45.1% | +41.7% |
| 6M | +15.2% | +17.4% | -2.1% | +2.8% |
| YTD | +17.8% | +43.0% | -25.2% | -14.5% |
| 1Y | +55.6% | +40.3% | +15.2% | +16.7% |
| All | +55.6% | +41.1% | +14.5% | +16.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling