-46.1%
VFC vs ARMK
+131.1%
-177.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.2% | -1.6% | +0.7% |
| 7D | +7.7% | +0.9% | +6.8% | +7.0% |
| 30D | +39.2% | -0.4% | +39.6% | +38.8% |
| 3M | +40.3% | -2.0% | +42.2% | +40.5% |
| 6M | +11.4% | +22.0% | -10.6% | +0.4% |
| YTD | +17.5% | +49.6% | -32.1% | -3.8% |
| 1Y | +45.9% | +46.4% | -0.5% | +20.9% |
| 3Y | +47.3% | +103.2% | -55.9% | +6.4% |
| 5Y | -67.2% | +108.1% | -175.3% | -76.7% |
| 10Y | -46.1% | +129.4% | -175.5% | -62.4% |
| All | -46.1% | +131.1% | -177.2% | -62.4% |
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 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