+1,112.0%
VST vs ARMK
+123.7%
+988.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +4.5% | +6.1% | +8.9% |
| 7D | -9.8% | -2.6% | -7.2% | -8.6% |
| 30D | -25.1% | -5.2% | -19.9% | -23.3% |
| 3M | -11.6% | -6.5% | -5.1% | -9.1% |
| 6M | -20.9% | +15.3% | -36.2% | -25.1% |
| YTD | -22.3% | +43.6% | -65.9% | -32.4% |
| 1Y | -32.0% | +42.1% | -74.1% | -40.8% |
| 3Y | +262.4% | +94.0% | +168.4% | +180.0% |
| 5Y | +563.4% | +96.3% | +467.1% | +399.5% |
| All | +1,112.0% | +123.7% | +988.3% | +705.5% |
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