-34.9%
VST vs ARMK
+41.1%
-76.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | -4.2% | -9.7% | -12.7% |
| 7D | -15.7% | -5.8% | -9.9% | -14.3% |
| 30D | -17.0% | -5.3% | -11.7% | -15.6% |
| 3M | -15.9% | -6.7% | -9.1% | -14.2% |
| 6M | -25.0% | +17.4% | -42.4% | -24.4% |
| YTD | -25.1% | +43.0% | -68.1% | -24.6% |
| 1Y | -34.9% | +40.3% | -75.2% | -34.7% |
| All | -34.9% | +41.1% | -76.0% | -34.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling