-47.3%
VFC vs ARMK
+317.2%
-364.5%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.5% | -4.3% | -1.8% |
| 7D | +11.2% | -2.6% | +13.8% | +12.3% |
| 30D | +41.5% | -5.2% | +46.7% | +44.3% |
| 3M | +38.9% | -6.5% | +45.4% | +42.1% |
| 6M | +6.1% | +15.3% | -9.1% | -1.7% |
| YTD | +14.5% | +43.6% | -29.0% | -4.2% |
| 1Y | +46.0% | +42.1% | +3.9% | +22.9% |
| 3Y | +36.4% | +94.0% | -57.6% | +0.9% |
| 5Y | -67.5% | +96.3% | -163.8% | -76.3% |
| 10Y | -45.8% | +126.7% | -172.5% | -63.4% |
| All | -47.3% | +317.2% | -364.5% | -68.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling