-77.9%
VFC vs ARMK
+144.6%
-222.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.9% | +3.2% | +2.9% |
| 7D | -1.6% | -2.4% | +0.8% | -0.1% |
| 30D | -11.6% | 0.0% | -11.7% | -12.0% |
| 3M | -18.1% | +6.7% | -24.8% | -22.0% |
| 6M | -27.4% | +38.8% | -66.2% | -42.8% |
| YTD | -24.8% | +55.2% | -80.0% | -45.4% |
| 1Y | -8.2% | +46.6% | -54.8% | -30.4% |
| 3Y | -29.1% | +112.9% | -142.0% | -58.3% |
| All | -77.9% | +144.6% | -222.5% | -88.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling