+769.3%
VST vs ARMK
+144.6%
+624.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.9% | +4.4% | +3.9% |
| 7D | +8.9% | -2.4% | +11.3% | +9.9% |
| 30D | +6.2% | 0.0% | +6.2% | +6.0% |
| 3M | -2.7% | +6.7% | -9.4% | -5.3% |
| 6M | -8.4% | +38.8% | -47.2% | -20.4% |
| YTD | -7.2% | +55.2% | -62.4% | -23.3% |
| 1Y | -20.9% | +46.6% | -67.5% | -33.3% |
| 3Y | +384.0% | +112.9% | +271.1% | +248.8% |
| All | +769.3% | +144.6% | +624.7% | +492.4% |
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