+77.7%
VUG vs ARMK
+91.9%
-14.2%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.5% | -3.5% | -0.3% |
| 7D | -3.4% | -2.6% | -0.8% | -2.8% |
| 30D | -11.1% | -5.2% | -5.9% | -9.9% |
| 3M | -7.2% | -6.5% | -0.7% | -5.8% |
| 6M | -4.1% | +15.3% | -19.4% | -8.7% |
| YTD | +1.4% | +43.6% | -42.2% | -10.0% |
| 1Y | +1.9% | +42.1% | -40.1% | -9.3% |
| 3Y | +77.7% | +94.0% | -16.3% | +48.7% |
| All | +77.7% | +91.9% | -14.2% | +48.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling