-97.3%
ADVB vs VEU
+33.0%
-130.3%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.2% | +4.0% | +4.2% |
| 7D | -13.9% | -1.6% | -12.3% | -13.6% |
| 30D | -68.1% | -4.3% | -63.8% | -67.9% |
| 3M | -73.4% | -5.8% | -67.5% | -73.2% |
| 6M | -70.8% | -4.4% | -66.4% | -70.7% |
| YTD | -66.1% | +8.7% | -74.8% | -69.9% |
| 1Y | -77.5% | +12.6% | -90.1% | -80.7% |
| All | -97.3% | +33.0% | -130.3% | -98.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling