-27.6%
AR vs VEU
+142.9%
-170.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.1% | +2.2% | +2.2% |
| 7D | -5.8% | +0.5% | -6.3% | -6.4% |
| 30D | +4.8% | -2.3% | +7.1% | +6.9% |
| 3M | +1.5% | -4.4% | +5.9% | +5.3% |
| 6M | +4.7% | -2.2% | +6.9% | +4.6% |
| YTD | +9.2% | +10.9% | -1.7% | -7.1% |
| 1Y | +11.2% | +13.4% | -2.2% | -7.7% |
| 3Y | +46.2% | +69.7% | -23.4% | -23.0% |
| 5Y | +98.1% | +50.0% | +48.1% | +20.1% |
| 10Y | +54.5% | +145.8% | -91.2% | -41.3% |
| All | -27.6% | +142.9% | -170.6% | -70.9% |
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