+214.2%
ARM vs VEA
+67.7%
+146.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -0.1% |
| 7D | +19.8% | +1.8% | +18.0% | +15.2% |
| 30D | -21.8% | -0.9% | -20.9% | -19.2% |
| 3M | -26.5% | -5.0% | -21.5% | -15.3% |
| 6M | -3.9% | 0.0% | -3.9% | +2.4% |
| YTD | +82.8% | +12.2% | +70.6% | +52.8% |
| 1Y | +34.3% | +14.7% | +19.6% | +6.7% |
| 3Y | +282.2% | +73.2% | +209.0% | +33.1% |
| All | +214.2% | +67.7% | +146.5% | +15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VEA.
Daily Out/Under-Performance
Portfolio return minus VEA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEA 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 VEA 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