+500.1%
VST vs ARMK
+90.4%
+409.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -3.9% | -2.3% | -4.5% |
| 7D | -19.9% | -10.2% | -9.7% | -16.0% |
| 30D | -29.7% | -9.3% | -20.4% | -26.4% |
| 3M | -19.6% | -11.4% | -8.2% | -15.3% |
| 6M | -29.4% | +11.6% | -41.0% | -32.7% |
| YTD | -29.7% | +37.5% | -67.2% | -39.1% |
| 1Y | -40.0% | +34.9% | -75.0% | -47.8% |
| 3Y | +231.0% | +83.4% | +147.5% | +151.5% |
| 5Y | +500.1% | +87.9% | +412.2% | +321.6% |
| All | +500.1% | +90.4% | +409.7% | +321.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling