+144.3%
AR vs VEU
+56.3%
+88.0%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.5% |
| 7D | -1.8% | +1.7% | -3.5% | -3.1% |
| 30D | +12.6% | +1.0% | +11.6% | +11.6% |
| 3M | +10.0% | +5.6% | +4.4% | +4.2% |
| 6M | +0.6% | +13.7% | -13.0% | -12.6% |
| YTD | +13.4% | +17.7% | -4.3% | -6.0% |
| 1Y | +21.7% | +25.8% | -4.1% | -6.1% |
| 3Y | +45.8% | +77.1% | -31.3% | -24.0% |
| 5Y | +144.3% | +57.1% | +87.1% | +57.2% |
| All | +144.3% | +56.3% | +88.0% | +57.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling