+619.5%
VRT vs ARMK
+114.7%
+504.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.9% | +5.2% | +4.8% |
| 7D | +9.1% | -2.4% | +11.5% | +10.5% |
| 30D | +0.9% | 0.0% | +0.9% | +0.9% |
| 3M | -13.4% | +6.7% | -20.0% | -16.5% |
| 6M | +11.7% | +38.8% | -27.1% | -7.5% |
| YTD | +73.2% | +55.2% | +18.1% | +35.1% |
| 1Y | +123.4% | +46.6% | +76.8% | +79.2% |
| All | +619.5% | +114.7% | +504.8% | +357.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling