+134.4%
VXUS vs ARMK
+317.2%
-182.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -4.8% |
| 6M | -4.9% | +15.3% | -20.2% | -8.6% |
| YTD | +8.1% | +43.6% | -35.5% | -1.7% |
| 1Y | +12.1% | +42.1% | -30.0% | +2.2% |
| 3Y | +63.9% | +94.0% | -30.1% | +36.6% |
| 5Y | +43.1% | +96.3% | -53.1% | +17.2% |
| 10Y | +139.2% | +126.7% | +12.6% | +83.9% |
| All | +134.4% | +317.2% | -182.7% | +62.3% |
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 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