+150.1%
VEA vs AR
-33.4%
+183.5%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.4% |
| 7D | -2.2% | -14.3% | +12.0% | -1.0% |
| 30D | -3.4% | +1.4% | -4.8% | -3.6% |
| 3M | -5.6% | +3.4% | -9.0% | -6.1% |
| 6M | -3.4% | -2.1% | -1.4% | -3.6% |
| YTD | +9.7% | +4.7% | +5.0% | +8.5% |
| 1Y | +15.4% | +10.6% | +4.8% | +13.4% |
| 3Y | +68.5% | +24.6% | +43.9% | +61.7% |
| 5Y | +49.6% | +71.9% | -22.2% | +37.1% |
| 10Y | +154.3% | +46.4% | +108.0% | +122.0% |
| All | +150.1% | -33.4% | +183.5% | +134.2% |
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