+654.4%
VRT vs ARMK
+106.7%
+547.7%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.1% | -3.7% | -3.7% |
| 7D | +10.5% | +2.7% | +7.8% | +8.6% |
| 30D | -9.3% | -1.5% | -7.8% | -7.5% |
| 3M | -29.6% | -11.6% | -18.0% | -22.7% |
| 6M | -45.4% | +6.7% | -52.1% | -47.3% |
| YTD | +24.8% | +47.4% | -22.6% | -3.7% |
| 1Y | +23.6% | +41.5% | -17.9% | -2.1% |
| 3Y | +379.7% | +95.5% | +284.1% | +189.5% |
| All | +654.4% | +106.7% | +547.7% | +292.0% |
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