+728.4%
VGT vs ARMK
+131.4%
+597.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.8% | -1.7% |
| 7D | +2.5% | +2.7% | -0.2% | +1.7% |
| 30D | -9.5% | -1.5% | -8.0% | -9.1% |
| 3M | -9.5% | -11.6% | +2.1% | -6.4% |
| 6M | -1.8% | +6.7% | -8.5% | -3.9% |
| YTD | +18.4% | +47.4% | -29.0% | +5.2% |
| 1Y | +18.7% | +41.5% | -22.7% | +6.7% |
| 3Y | +103.8% | +95.5% | +8.3% | +65.4% |
| 5Y | +104.4% | +108.4% | -4.0% | +61.5% |
| All | +728.4% | +131.4% | +597.0% | +581.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling