+111.5%
VGT vs ARMK
+106.1%
+5.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.8% | +3.7% | +3.2% |
| 7D | -1.6% | +2.8% | -4.4% | -2.7% |
| 30D | -10.1% | -1.8% | -8.3% | -9.5% |
| 3M | -5.3% | -10.9% | +5.6% | -0.7% |
| 6M | +0.2% | +21.2% | -21.0% | -8.8% |
| YTD | +21.1% | +47.0% | -25.9% | +0.3% |
| 1Y | +18.2% | +42.9% | -24.7% | -1.0% |
| 3Y | +107.4% | +95.0% | +12.4% | +44.3% |
| 5Y | +111.5% | +106.2% | +5.3% | +32.5% |
| All | +111.5% | +106.1% | +5.4% | +32.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling