+24.9%
VSH vs ARMK
+96.3%
-71.4%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +4.5% | +1.3% | +3.0% |
| 7D | -12.9% | -2.6% | -10.3% | -11.2% |
| 30D | -36.9% | -5.2% | -31.7% | -34.3% |
| 3M | -28.8% | -6.5% | -22.2% | -25.4% |
| 6M | -30.3% | +15.3% | -45.6% | -35.7% |
| YTD | +62.4% | +43.6% | +18.8% | +31.4% |
| 1Y | +62.5% | +42.1% | +20.5% | +32.3% |
| 3Y | +7.4% | +94.0% | -86.6% | -27.8% |
| All | +24.9% | +96.3% | -71.4% | -21.2% |
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 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