+171.0%
VEA vs AR
-27.2%
+198.3%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.5% |
| 7D | +1.0% | +2.5% | -1.5% | +0.7% |
| 30D | +1.9% | +14.8% | -12.8% | +0.7% |
| 3M | +3.2% | +6.2% | -3.0% | +2.5% |
| 6M | +10.2% | +4.3% | +5.9% | +9.4% |
| YTD | +18.9% | +14.4% | +4.5% | +16.8% |
| 1Y | +29.3% | +21.3% | +8.0% | +26.1% |
| 3Y | +76.8% | +39.8% | +37.0% | +68.0% |
| 5Y | +61.2% | +142.1% | -80.8% | +43.6% |
| 10Y | +163.3% | +52.0% | +111.3% | +129.6% |
| All | +171.0% | -27.2% | +198.3% | +152.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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