-20.2%
AMRZ vs VTEB
+3.7%
-23.9%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.8% | -0.3% |
| 7D | -4.7% | -0.7% | -4.0% | -2.0% |
| 30D | -11.3% | -2.1% | -9.2% | -3.7% |
| 3M | -22.1% | -2.7% | -19.4% | -13.1% |
| 6M | -29.6% | -2.1% | -27.5% | -23.3% |
| YTD | -23.3% | -1.1% | -22.2% | -17.6% |
| 1Y | -23.7% | +1.3% | -25.1% | -22.9% |
| All | -20.2% | +3.7% | -23.9% | -22.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling