+142.1%
VSH vs ARMK
+317.2%
-175.1%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +4.5% | +1.3% | +3.6% |
| 7D | -12.9% | -2.6% | -10.3% | -11.5% |
| 30D | -36.9% | -5.2% | -31.7% | -34.8% |
| 3M | -28.8% | -6.5% | -22.2% | -26.1% |
| 6M | -30.3% | +15.3% | -45.6% | -34.6% |
| YTD | +62.4% | +43.6% | +18.8% | +37.6% |
| 1Y | +62.5% | +42.1% | +20.5% | +38.4% |
| 3Y | +7.4% | +94.0% | -86.6% | -21.1% |
| 5Y | +25.4% | +96.3% | -70.8% | -9.6% |
| 10Y | +102.6% | +126.7% | -24.0% | +37.8% |
| All | +142.1% | +317.2% | -175.1% | +46.7% |
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 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