+321.3%
VTV vs ARMK
+350.8%
-29.6%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.6% | 0.0% |
| 7D | +0.5% | -2.4% | +2.9% | +1.1% |
| 30D | +1.1% | 0.0% | +1.1% | +0.9% |
| 3M | +5.9% | +6.7% | -0.8% | +4.0% |
| 6M | +11.6% | +38.8% | -27.2% | +2.2% |
| YTD | +19.8% | +55.2% | -35.4% | +6.4% |
| 1Y | +26.2% | +46.6% | -20.4% | +13.6% |
| 3Y | +68.5% | +112.9% | -44.4% | +35.8% |
| 5Y | +79.9% | +144.0% | -64.1% | +37.9% |
| 10Y | +229.7% | +132.4% | +97.3% | +153.1% |
| All | +321.3% | +350.8% | -29.6% | +189.7% |
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