+13.8%
VRT vs ARM
+18.4%
-4.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -5.3% | -7.6% | -10.8% |
| 7D | -15.4% | -18.7% | +3.3% | -8.2% |
| 30D | -19.0% | -36.7% | +17.7% | -3.7% |
| 3M | -23.8% | -31.6% | +7.8% | -13.0% |
| 6M | -37.9% | -5.6% | -32.2% | -37.6% |
| YTD | +27.0% | +75.5% | -48.5% | -13.4% |
| 1Y | +13.8% | +19.3% | -5.5% | +19.0% |
| All | +13.8% | +18.4% | -4.6% | +19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ARM.
Daily Out/Under-Performance
Portfolio return minus ARM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARM 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 1y: compounded portfolio wealth divided by compounded ARM 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…
1y analysis · Full analysis span regression · 6 months rolling