+56.2%
VFC vs ARMK
+96.6%
-40.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.1% | +3.1% | +3.2% |
| 7D | +1.6% | +2.7% | -1.0% | -0.1% |
| 30D | +25.5% | -1.5% | +27.0% | +25.9% |
| 3M | +41.3% | -11.6% | +52.8% | +52.3% |
| 6M | +22.2% | +6.7% | +15.5% | +14.6% |
| YTD | +16.4% | +47.4% | -31.0% | -15.9% |
| 1Y | +38.4% | +41.5% | -3.1% | +3.5% |
| 3Y | +56.2% | +95.5% | -39.3% | -3.8% |
| All | +56.2% | +96.6% | -40.4% | -3.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling