+423.5%
VRT vs ARM
+232.1%
+191.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +6.7% | +2.9% | +7.0% |
| 7D | -10.6% | -5.3% | -5.3% | -8.1% |
| 30D | -17.4% | -30.0% | +12.6% | -4.8% |
| 3M | -26.4% | -34.1% | +7.7% | -14.2% |
| 6M | -41.0% | -12.6% | -28.4% | -40.1% |
| YTD | +23.8% | +70.4% | -46.6% | -5.1% |
| 1Y | +11.6% | +22.3% | -10.6% | -2.7% |
| 3Y | +403.5% | +261.2% | +142.3% | +231.7% |
| All | +423.5% | +232.1% | +191.4% | +266.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling