+155.7%
VXUS vs ARMK
+350.8%
-195.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.7% |
| 7D | +1.0% | -2.4% | +3.4% | +1.6% |
| 30D | +2.2% | 0.0% | +2.2% | +2.1% |
| 3M | +3.0% | +6.7% | -3.7% | +1.2% |
| 6M | +10.7% | +38.8% | -28.2% | +1.8% |
| YTD | +17.8% | +55.2% | -37.3% | +5.4% |
| 1Y | +27.6% | +46.6% | -19.0% | +15.5% |
| 3Y | +73.3% | +112.9% | -39.6% | +41.4% |
| 5Y | +54.3% | +144.0% | -89.6% | +20.2% |
| 10Y | +149.8% | +132.4% | +17.4% | +91.9% |
| All | +155.7% | +350.8% | -195.2% | +74.0% |
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