+2,723.0%
VRT vs ARMK
+118.0%
+2,605.0%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.9% | +5.2% | +4.7% |
| 7D | +9.1% | -2.4% | +11.5% | +10.3% |
| 30D | +0.9% | 0.0% | +0.9% | +0.9% |
| 3M | -13.4% | +6.7% | -20.0% | -16.0% |
| 6M | +11.7% | +38.8% | -27.1% | -4.0% |
| YTD | +73.2% | +55.2% | +18.1% | +41.6% |
| 1Y | +123.4% | +46.6% | +76.8% | +86.7% |
| 3Y | +606.2% | +112.9% | +493.3% | +396.0% |
| 5Y | +899.9% | +144.0% | +755.9% | +564.3% |
| All | +2,723.0% | +118.0% | +2,605.0% | +1,329.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling