+379.7%
VRT vs ARM
+265.0%
+114.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -4.6% | +1.0% | -1.8% |
| 7D | +10.5% | +9.1% | +1.4% | +6.8% |
| 30D | -9.3% | -19.9% | +10.6% | -0.7% |
| 3M | -29.6% | -31.6% | +2.0% | -19.1% |
| 6M | -45.4% | -13.9% | -31.5% | -44.3% |
| YTD | +24.8% | +74.3% | -49.5% | -5.4% |
| 1Y | +23.6% | +35.8% | -12.2% | +3.2% |
| 3Y | +379.7% | +268.6% | +111.1% | +229.4% |
| All | +379.7% | +265.0% | +114.7% | +229.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling