-87.2%
ADVB vs VEU
+44.7%
-131.9%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.7% |
| 7D | -3.8% | +1.1% | -4.9% | -3.8% |
| 30D | +17.6% | +2.2% | +15.4% | +17.3% |
| 3M | +119.1% | +3.0% | +116.1% | +119.5% |
| 6M | +103.4% | +10.9% | +92.5% | +94.6% |
| YTD | +59.8% | +18.2% | +41.6% | +40.7% |
| 1Y | +8.5% | +28.3% | -19.7% | -14.7% |
| All | -87.2% | +44.7% | -131.9% | -92.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling