+38.7%
AMCR vs VTEB
+25.5%
+13.2%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -1.9% | -1.8% |
| 7D | -6.3% | -0.9% | -5.3% | -5.7% |
| 30D | -7.8% | -2.5% | -5.3% | -6.4% |
| 3M | +7.5% | -3.0% | +10.5% | +9.6% |
| 6M | +2.7% | -2.1% | +4.8% | +4.2% |
| YTD | +6.0% | -1.5% | +7.5% | +7.2% |
| 1Y | +7.8% | +0.2% | +7.6% | +8.1% |
| 3Y | +5.8% | +8.6% | -2.8% | +2.4% |
| 5Y | -11.6% | +1.2% | -12.8% | -13.0% |
| 10Y | +14.6% | +18.1% | -3.4% | +25.7% |
| All | +38.7% | +25.5% | +13.2% | +51.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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