-21.3%
AMRZ vs VTEB
+3.0%
-24.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | +1.4% |
| 7D | -8.1% | -1.2% | -6.9% | -3.7% |
| 30D | -14.8% | -2.9% | -12.0% | -4.7% |
| 3M | -19.7% | -3.2% | -16.6% | -8.8% |
| 6M | -30.8% | -2.6% | -28.2% | -22.9% |
| YTD | -24.3% | -1.8% | -22.5% | -16.4% |
| 1Y | -24.0% | +0.2% | -24.2% | -20.4% |
| All | -21.3% | +3.0% | -24.2% | -21.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling