+262.4%
VST vs ARMK
+91.9%
+170.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +4.5% | +6.1% | +8.5% |
| 7D | -9.8% | -2.6% | -7.2% | -8.4% |
| 30D | -25.1% | -5.2% | -19.9% | -23.0% |
| 3M | -11.6% | -6.5% | -5.1% | -8.8% |
| 6M | -20.9% | +15.3% | -36.2% | -25.5% |
| YTD | -22.3% | +43.6% | -65.9% | -34.4% |
| 1Y | -32.0% | +42.1% | -74.1% | -42.5% |
| 3Y | +262.4% | +94.0% | +168.4% | +186.6% |
| All | +262.4% | +91.9% | +170.4% | +186.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling