+53.4%
VT vs ARMK
+90.4%
-37.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.9% | -0.2% | -2.8% |
| 7D | -4.2% | -10.2% | +6.0% | -0.9% |
| 30D | -5.8% | -9.3% | +3.5% | -3.0% |
| 3M | -5.2% | -11.4% | +6.1% | -1.9% |
| 6M | +0.1% | +11.6% | -11.5% | -4.4% |
| YTD | +8.2% | +37.5% | -29.2% | -4.1% |
| 1Y | +10.1% | +34.9% | -24.8% | -1.9% |
| 3Y | +69.7% | +83.4% | -13.8% | +31.5% |
| 5Y | +53.4% | +87.9% | -34.5% | +11.9% |
| All | +53.4% | +90.4% | -37.0% | +11.9% |
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