+408.8%
VTI vs ARMK
+350.8%
+57.9%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.1% |
| 7D | +0.1% | -2.4% | +2.5% | +0.7% |
| 30D | 0.0% | 0.0% | 0.0% | -0.2% |
| 3M | +2.0% | +6.7% | -4.7% | 0.0% |
| 6M | +13.0% | +38.8% | -25.9% | +2.7% |
| YTD | +13.9% | +55.2% | -41.2% | +0.2% |
| 1Y | +20.0% | +46.6% | -26.6% | +7.1% |
| 3Y | +75.8% | +112.9% | -37.1% | +39.7% |
| 5Y | +73.8% | +144.0% | -70.1% | +31.8% |
| 10Y | +297.5% | +132.4% | +165.1% | +199.6% |
| All | +408.8% | +350.8% | +57.9% | +240.8% |
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