+1,740.6%
VRT vs ARMK
+101.7%
+1,638.9%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.5% | -1.0% | +1.4% |
| 7D | -21.4% | -2.6% | -18.7% | -20.0% |
| 30D | -25.8% | -5.2% | -20.6% | -23.5% |
| 3M | -33.5% | -6.5% | -27.0% | -31.0% |
| 6M | -49.0% | +15.3% | -64.3% | -52.1% |
| YTD | +12.9% | +43.6% | -30.6% | -3.6% |
| 1Y | 0.0% | +42.1% | -42.0% | -14.5% |
| 3Y | +361.8% | +94.0% | +267.8% | +241.0% |
| 5Y | +565.1% | +96.3% | +468.9% | +386.1% |
| All | +1,740.6% | +101.7% | +1,638.9% | +873.2% |
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