+632.4%
VRT vs ARM
+349.4%
+283.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +3.9% | +0.4% | +2.9% |
| 7D | +9.1% | +5.5% | +3.7% | +7.0% |
| 30D | +0.9% | -8.2% | +9.1% | +4.2% |
| 3M | -13.4% | -35.9% | +22.5% | +0.8% |
| 6M | +11.7% | +103.1% | -91.4% | -19.4% |
| YTD | +73.2% | +130.6% | -57.4% | +18.9% |
| 1Y | +123.4% | +86.1% | +37.3% | +66.5% |
| All | +632.4% | +349.4% | +283.1% | +359.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling