+1,917.9%
VRT vs ARMK
+110.2%
+1,807.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +4.2% | +5.4% | +7.7% |
| 7D | -10.6% | +0.9% | -11.5% | -10.5% |
| 30D | -17.4% | -0.4% | -17.1% | -16.7% |
| 3M | -26.4% | -2.0% | -24.4% | -25.1% |
| 6M | -41.0% | +22.0% | -63.0% | -45.9% |
| YTD | +23.8% | +49.6% | -25.8% | +3.7% |
| 1Y | +11.6% | +46.4% | -34.7% | -5.8% |
| 3Y | +403.5% | +103.2% | +300.3% | +264.2% |
| 5Y | +647.0% | +108.1% | +538.9% | +432.7% |
| All | +1,917.9% | +110.2% | +1,807.7% | +947.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 ARMK 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