+398.5%
VTI vs ARMK
+328.3%
+70.2%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | +2.5% | +2.7% | -0.1% | +1.8% |
| 30D | -1.5% | -1.5% | -0.1% | -1.3% |
| 3M | -3.2% | -11.6% | +8.4% | -0.1% |
| 6M | +2.3% | +6.7% | -4.4% | 0.0% |
| YTD | +11.6% | +47.4% | -35.8% | -0.6% |
| 1Y | +13.8% | +41.5% | -27.7% | +2.4% |
| 3Y | +77.4% | +95.5% | -18.1% | +44.2% |
| 5Y | +64.6% | +108.4% | -43.8% | +29.8% |
| 10Y | +290.6% | +132.3% | +158.3% | +193.2% |
| All | +398.5% | +328.3% | +70.2% | +238.0% |
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