+219.8%
ARM vs VEA
+68.9%
+150.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | +0.8% | +11.2% | +10.2% |
| 7D | +6.0% | -1.3% | +7.3% | +10.3% |
| 30D | -20.3% | 0.0% | -20.3% | -19.3% |
| 3M | -24.4% | -3.6% | -20.8% | -15.9% |
| 6M | -4.4% | -0.5% | -3.9% | +2.9% |
| YTD | +86.0% | +13.0% | +73.1% | +53.0% |
| 1Y | +35.8% | +16.3% | +19.5% | +4.6% |
| 3Y | +289.1% | +74.4% | +214.6% | +33.2% |
| All | +219.8% | +68.9% | +150.9% | +16.0% |
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