-36.4%
VRT vs ARM
-39.3%
+2.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -13.1% | -0.9% | -6.3% |
| 7D | -28.1% | -27.1% | -1.0% | -14.3% |
| 30D | -30.2% | -44.9% | +14.7% | -7.1% |
| 3M | -36.4% | -39.3% | +2.9% | -20.3% |
| All | -36.4% | -39.3% | +2.9% | -20.3% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling