+1,172.6%
VGT vs ARMK
+350.8%
+821.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.6% |
| 7D | +1.0% | -2.4% | +3.4% | +1.7% |
| 30D | +1.3% | 0.0% | +1.3% | +1.1% |
| 3M | -1.1% | +6.7% | -7.8% | -3.2% |
| 6M | +32.6% | +38.8% | -6.2% | +20.0% |
| YTD | +29.0% | +55.2% | -26.2% | +12.8% |
| 1Y | +39.7% | +46.6% | -6.9% | +23.9% |
| 3Y | +120.9% | +112.9% | +8.0% | +74.1% |
| 5Y | +133.6% | +144.0% | -10.4% | +76.3% |
| 10Y | +792.6% | +132.4% | +660.1% | +582.4% |
| All | +1,172.6% | +350.8% | +821.8% | +769.8% |
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