+377.5%
VRT vs ARM
+211.3%
+166.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.7% | -1.3% | +1.6% |
| 7D | -21.4% | -15.2% | -6.1% | -15.7% |
| 30D | -25.8% | -40.7% | +14.9% | -9.2% |
| 3M | -33.5% | -39.1% | +5.6% | -20.2% |
| 6M | -49.0% | -26.4% | -22.6% | -44.9% |
| YTD | +12.9% | +59.7% | -46.8% | -11.3% |
| 1Y | 0.0% | +10.3% | -10.3% | -9.4% |
| 3Y | +361.8% | +228.9% | +133.0% | +214.3% |
| All | +377.5% | +211.3% | +166.3% | +242.4% |
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