+57.3%
VUG vs ARMK
+96.3%
-39.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.5% | -3.5% | -0.8% |
| 7D | -3.4% | -2.6% | -0.8% | -2.5% |
| 30D | -11.1% | -5.2% | -5.9% | -9.4% |
| 3M | -7.2% | -6.5% | -0.7% | -5.3% |
| 6M | -4.1% | +15.3% | -19.4% | -10.5% |
| YTD | +1.4% | +43.6% | -42.2% | -14.2% |
| 1Y | +1.9% | +42.1% | -40.1% | -13.5% |
| 3Y | +77.7% | +94.0% | -16.3% | +26.1% |
| All | +57.3% | +96.3% | -39.0% | +2.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling