+18.0%
VTEB vs ARMK
+146.1%
-128.0%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.2% | -2.8% | +0.3% |
| 7D | -0.9% | +3.1% | -4.0% | -0.9% |
| 30D | -2.5% | -2.8% | +0.3% | -2.5% |
| 3M | -3.0% | +7.6% | -10.6% | -3.0% |
| 6M | -2.1% | +47.9% | -50.0% | -2.4% |
| YTD | -1.5% | +60.0% | -61.5% | -1.9% |
| 1Y | +0.2% | +52.2% | -52.1% | -0.2% |
| 3Y | +8.6% | +131.4% | -122.9% | +7.8% |
| 5Y | +1.2% | +163.2% | -162.0% | +0.5% |
| All | +18.0% | +146.1% | -128.0% | +19.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling