+789.2%
VGT vs ARMK
+138.5%
+650.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.8% | -1.0% |
| 7D | -1.0% | -0.9% | -0.1% | -0.8% |
| 30D | -0.4% | -5.9% | +5.5% | +1.2% |
| 3M | +6.6% | +6.7% | -0.1% | +4.4% |
| 6M | +31.0% | +42.5% | -11.5% | +17.9% |
| YTD | +27.2% | +55.1% | -27.9% | +11.5% |
| 1Y | +34.5% | +50.3% | -15.9% | +18.7% |
| 3Y | +123.1% | +122.2% | +1.0% | +74.6% |
| 5Y | +135.1% | +155.2% | -20.1% | +76.8% |
| All | +789.2% | +138.5% | +650.7% | +622.0% |
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