-67.9%
VFC vs ARMK
+96.3%
-164.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.5% | -4.3% | -2.7% |
| 7D | +11.2% | -2.6% | +13.8% | +12.8% |
| 30D | +41.5% | -5.2% | +46.7% | +45.5% |
| 3M | +38.9% | -6.5% | +45.4% | +43.4% |
| 6M | +6.1% | +15.3% | -9.1% | -6.1% |
| YTD | +14.5% | +43.6% | -29.0% | -13.9% |
| 1Y | +46.0% | +42.1% | +3.9% | +10.9% |
| 3Y | +36.4% | +94.0% | -57.6% | -16.7% |
| All | -67.9% | +96.3% | -164.2% | -81.0% |
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