+76.5%
VUG vs ARMK
+144.6%
-68.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.2% |
| 7D | -0.1% | -2.4% | +2.3% | +0.8% |
| 30D | -0.3% | 0.0% | -0.3% | -0.6% |
| 3M | -0.7% | +6.7% | -7.3% | -3.6% |
| 6M | +14.6% | +38.8% | -24.2% | -0.3% |
| YTD | +9.0% | +55.2% | -46.2% | -9.7% |
| 1Y | +14.9% | +46.6% | -31.7% | -2.9% |
| 3Y | +86.0% | +112.9% | -26.9% | +29.1% |
| All | +76.5% | +144.6% | -68.1% | +11.3% |
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