-65.4%
VFC vs ARMK
+350.8%
-416.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.9% | +3.2% | +2.8% |
| 7D | -1.6% | -2.4% | +0.8% | -0.6% |
| 30D | -11.6% | 0.0% | -11.7% | -11.9% |
| 3M | -18.1% | +6.7% | -24.8% | -20.7% |
| 6M | -27.4% | +38.8% | -66.2% | -37.9% |
| YTD | -24.8% | +55.2% | -80.0% | -39.0% |
| 1Y | -8.2% | +46.6% | -54.8% | -23.3% |
| 3Y | -29.1% | +112.9% | -142.0% | -49.4% |
| 5Y | -79.2% | +144.0% | -223.1% | -86.0% |
| 10Y | -68.1% | +132.4% | -200.5% | -78.7% |
| All | -65.4% | +350.8% | -416.3% | -79.7% |
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