+1,121.2%
VST vs ARMK
+132.6%
+988.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.7% |
| 7D | -6.0% | -0.7% | -5.3% | -5.4% |
| 30D | -18.8% | -1.3% | -17.5% | -17.9% |
| 3M | -8.0% | -2.5% | -5.6% | -6.9% |
| 6M | -10.9% | +20.8% | -31.7% | -17.1% |
| YTD | -18.3% | +48.2% | -66.5% | -29.8% |
| 1Y | -29.9% | +45.7% | -75.7% | -39.5% |
| 3Y | +290.3% | +96.6% | +193.7% | +200.2% |
| 5Y | +635.3% | +106.6% | +528.7% | +443.5% |
| All | +1,121.2% | +132.6% | +988.6% | +701.1% |
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