+328.0%
VTV vs ARMK
+327.8%
+0.2%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | +2.3% | +7.1% | -4.8% | +0.5% |
| 30D | +3.8% | -1.6% | +5.4% | +4.0% |
| 3M | +1.7% | -10.5% | +12.2% | +4.3% |
| 6M | +10.9% | +11.8% | -0.9% | +7.2% |
| YTD | +21.7% | +47.3% | -25.5% | +9.3% |
| 1Y | +23.4% | +41.5% | -18.1% | +11.8% |
| 3Y | +78.0% | +95.3% | -17.3% | +46.5% |
| 5Y | +77.4% | +108.1% | -30.7% | +41.4% |
| 10Y | +230.4% | +132.0% | +98.4% | +152.7% |
| All | +328.0% | +327.8% | +0.2% | +197.6% |
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 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