+167.9%
VSH vs ARMK
+136.6%
+31.3%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.4% | -2.4% | -1.7% |
| 7D | +6.2% | +1.7% | +4.5% | +5.4% |
| 30D | -11.1% | +3.1% | -14.2% | -12.6% |
| 3M | -44.9% | +9.2% | -54.1% | -47.3% |
| 6M | +90.0% | +43.7% | +46.3% | +59.6% |
| YTD | +118.8% | +57.4% | +61.4% | +76.1% |
| 1Y | +109.0% | +51.9% | +57.1% | +70.9% |
| 3Y | +35.6% | +125.4% | -89.8% | -8.0% |
| 5Y | +66.7% | +149.1% | -82.4% | +6.8% |
| 10Y | +167.9% | +135.4% | +32.5% | +99.7% |
| All | +167.9% | +136.6% | +31.3% | +99.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling