+567.3%
VRT vs ARMK
+96.3%
+471.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.5% | -1.0% | +0.3% |
| 7D | -21.4% | -2.6% | -18.7% | -19.4% |
| 30D | -25.8% | -5.2% | -20.6% | -22.4% |
| 3M | -33.5% | -6.5% | -27.0% | -29.8% |
| 6M | -49.0% | +15.3% | -64.3% | -53.6% |
| YTD | +12.9% | +43.6% | -30.6% | -11.3% |
| 1Y | 0.0% | +42.1% | -42.0% | -21.2% |
| 3Y | +361.8% | +94.0% | +267.8% | +179.5% |
| All | +567.3% | +96.3% | +471.0% | +256.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling