-68.8%
VFC vs ARMK
+136.6%
-205.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.4% | -3.3% | -2.5% |
| 7D | +0.8% | +1.7% | -0.9% | 0.0% |
| 30D | -11.9% | +3.1% | -15.1% | -13.4% |
| 3M | -20.2% | +9.2% | -29.4% | -23.5% |
| 6M | -23.0% | +43.7% | -66.7% | -35.4% |
| YTD | -26.2% | +57.4% | -83.6% | -40.7% |
| 1Y | -13.3% | +51.9% | -65.2% | -28.9% |
| 3Y | -25.5% | +125.4% | -150.9% | -48.3% |
| 5Y | -78.1% | +149.1% | -227.2% | -85.5% |
| 10Y | -68.8% | +135.4% | -204.2% | -78.6% |
| All | -68.8% | +136.6% | -205.4% | -78.6% |
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