+897.3%
VST vs ARMK
+108.4%
+788.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -3.9% | -2.3% | -4.7% |
| 7D | -19.9% | -10.2% | -9.7% | -16.5% |
| 30D | -29.7% | -9.3% | -20.4% | -26.8% |
| 3M | -19.6% | -11.4% | -8.2% | -15.8% |
| 6M | -29.4% | +11.6% | -41.0% | -32.4% |
| YTD | -29.7% | +37.5% | -67.2% | -37.9% |
| 1Y | -40.0% | +34.9% | -75.0% | -46.8% |
| 3Y | +231.0% | +83.4% | +147.5% | +160.8% |
| 5Y | +500.1% | +87.9% | +412.2% | +358.8% |
| 10Y | +1,004.2% | +117.0% | +887.2% | +639.0% |
| All | +897.3% | +108.4% | +788.9% | +569.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling