+118.2%
VWO vs ARMK
+350.8%
-232.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.6% | +0.9% |
| 7D | +1.1% | -2.4% | +3.5% | +1.6% |
| 30D | +2.4% | 0.0% | +2.4% | +2.2% |
| 3M | +2.0% | +6.7% | -4.7% | +0.3% |
| 6M | +10.7% | +38.8% | -28.1% | +2.4% |
| YTD | +14.4% | +55.2% | -40.8% | +3.1% |
| 1Y | +22.7% | +46.6% | -23.9% | +11.8% |
| 3Y | +64.2% | +112.9% | -48.7% | +35.4% |
| 5Y | +35.8% | +144.0% | -108.2% | +7.1% |
| 10Y | +114.7% | +132.4% | -17.7% | +68.8% |
| All | +118.2% | +350.8% | -232.6% | +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 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