-87.7%
ADVB vs VEU
+44.1%
-131.8%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.4% | -3.4% | -3.8% |
| 7D | -14.0% | +1.7% | -15.7% | -14.1% |
| 30D | +41.0% | +1.0% | +40.0% | +40.9% |
| 3M | +127.9% | +5.6% | +122.3% | +125.5% |
| 6M | +101.3% | +13.7% | +87.7% | +87.8% |
| YTD | +53.8% | +17.7% | +36.0% | +35.4% |
| 1Y | +4.4% | +25.8% | -21.3% | -15.9% |
| All | -87.7% | +44.1% | -131.8% | -92.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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