0.0%
VRT vs ARM
+4.6%
-4.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.7% | -1.3% | +1.5% |
| 7D | -21.4% | -15.2% | -6.1% | -15.4% |
| 30D | -25.8% | -40.7% | +14.9% | -9.0% |
| 3M | -33.5% | -39.1% | +5.6% | -20.1% |
| 6M | -49.0% | -26.4% | -22.6% | -43.1% |
| YTD | +12.9% | +59.7% | -46.8% | -19.5% |
| 1Y | 0.0% | +10.3% | -10.3% | +6.5% |
| All | 0.0% | +4.6% | -4.5% | +6.5% |
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