+407.2%
VRT vs ARM
+223.5%
+183.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.6% | -0.5% | -2.1% |
| 7D | -17.7% | -10.4% | -7.3% | -13.6% |
| 30D | -20.0% | -31.8% | +11.8% | -6.9% |
| 3M | -28.1% | -32.2% | +4.2% | -16.9% |
| 6M | -42.8% | -14.9% | -27.9% | -41.4% |
| YTD | +20.0% | +66.0% | -46.1% | -7.1% |
| 1Y | +3.5% | +17.2% | -13.7% | -8.3% |
| 3Y | +366.1% | +247.2% | +118.9% | +211.6% |
| All | +407.2% | +223.5% | +183.7% | +258.7% |
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