+25.8%
VTEB vs ARMK
+186.3%
-160.5%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.6% | -0.5% |
| 7D | -0.7% | +0.3% | -1.0% | -0.7% |
| 30D | -2.1% | +2.4% | -4.4% | -2.1% |
| 3M | -2.7% | +6.1% | -8.7% | -2.7% |
| 6M | -2.1% | +41.8% | -43.9% | -2.3% |
| YTD | -1.1% | +55.5% | -56.7% | -1.4% |
| 1Y | +1.3% | +49.6% | -48.3% | +1.1% |
| 3Y | +9.0% | +122.8% | -113.8% | +8.5% |
| 5Y | +1.5% | +151.0% | -149.5% | +1.0% |
| 10Y | +18.5% | +137.9% | -119.4% | +19.6% |
| All | +25.8% | +186.3% | -160.5% | +27.7% |
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