+1,216.9%
VST vs ARMK
+135.3%
+1,081.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.9% | +4.4% | +3.8% |
| 7D | +8.9% | -2.4% | +11.3% | +9.8% |
| 30D | +6.2% | 0.0% | +6.2% | +6.0% |
| 3M | -2.7% | +6.7% | -9.4% | -5.2% |
| 6M | -8.4% | +38.8% | -47.2% | -19.3% |
| YTD | -7.2% | +55.2% | -62.4% | -21.8% |
| 1Y | -20.9% | +46.6% | -67.5% | -32.2% |
| 3Y | +384.0% | +112.9% | +271.1% | +259.5% |
| 5Y | +757.1% | +144.0% | +613.1% | +493.7% |
| All | +1,216.9% | +135.3% | +1,081.6% | +743.2% |
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