+228.8%
VTV vs ARMK
+131.4%
+97.4%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | +2.9% | +2.7% | +0.3% | +2.2% |
| 30D | +3.8% | -1.5% | +5.3% | +4.0% |
| 3M | +1.6% | -11.6% | +13.1% | +4.4% |
| 6M | +11.2% | +6.7% | +4.5% | +8.9% |
| YTD | +22.0% | +47.4% | -25.4% | +9.6% |
| 1Y | +24.9% | +41.5% | -16.6% | +13.3% |
| 3Y | +78.5% | +95.5% | -17.1% | +47.3% |
| 5Y | +77.8% | +108.4% | -30.6% | +42.1% |
| All | +228.8% | +131.4% | +97.4% | +165.6% |
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