+193.0%
ARM vs VEA
+68.8%
+124.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +2.9% | +3.8% | -0.2% |
| 7D | -5.3% | +0.4% | -5.7% | -5.9% |
| 30D | -30.0% | -0.7% | -29.4% | -28.2% |
| 3M | -34.1% | -3.9% | -30.2% | -26.2% |
| 6M | -12.6% | -0.6% | -12.1% | -6.1% |
| YTD | +70.4% | +12.9% | +57.5% | +40.0% |
| 1Y | +22.3% | +18.4% | +3.9% | -9.8% |
| 3Y | +261.2% | +75.3% | +185.9% | +22.5% |
| All | +193.0% | +68.8% | +124.2% | +6.2% |
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