-20.2%
AMRZ vs VTEB
+4.4%
-24.6%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.5% | +1.0% |
| 7D | -2.1% | -1.2% | -0.9% | +1.3% |
| 30D | +13.0% | +2.5% | +10.5% | +5.3% |
| 3M | -12.1% | -1.7% | -10.4% | -3.5% |
| 6M | -19.1% | -1.2% | -17.9% | -12.3% |
| YTD | -23.3% | -0.5% | -22.8% | -17.4% |
| 1Y | -16.6% | -0.1% | -16.5% | -10.9% |
| All | -20.2% | +4.4% | -24.6% | -22.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling