+134.8%
VXUS vs ARMK
+123.7%
+11.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.5% | -4.3% | -0.9% |
| 7D | -1.8% | -2.6% | +0.9% | -1.2% |
| 30D | -4.6% | -5.2% | +0.6% | -3.5% |
| 3M | -6.1% | -6.5% | +0.4% | -4.9% |
| 6M | -4.9% | +15.3% | -20.2% | -8.5% |
| YTD | +8.1% | +43.6% | -35.5% | -1.4% |
| 1Y | +12.1% | +42.1% | -30.0% | +2.5% |
| 3Y | +63.9% | +94.0% | -30.1% | +37.4% |
| 5Y | +43.1% | +96.3% | -53.1% | +17.9% |
| All | +134.8% | +123.7% | +11.1% | +89.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling