+125.8%
VGT vs ARMK
+125.3%
+0.5%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.6% |
| 7D | +1.8% | +1.7% | +0.1% | +1.3% |
| 30D | -0.3% | +3.1% | -3.4% | -1.5% |
| 3M | +3.4% | +9.2% | -5.9% | +0.2% |
| 6M | +35.0% | +43.7% | -8.7% | +18.8% |
| YTD | +28.8% | +57.4% | -28.6% | +9.5% |
| 1Y | +38.0% | +51.9% | -13.9% | +18.5% |
| 3Y | +125.8% | +125.4% | +0.4% | +71.5% |
| All | +125.8% | +125.3% | +0.5% | +71.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling