-20.3%
AMRZ vs VTEB
+4.7%
-25.0%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | +0.3% |
| 7D | -4.0% | -0.7% | -3.3% | -2.0% |
| 30D | +12.4% | +2.7% | +9.7% | +4.2% |
| 3M | -11.5% | -1.2% | -10.3% | -4.4% |
| 6M | -21.6% | -1.0% | -20.6% | -15.6% |
| YTD | -23.4% | -0.2% | -23.2% | -18.2% |
| 1Y | -17.2% | +0.1% | -17.2% | -12.0% |
| All | -20.3% | +4.7% | -25.0% | -23.1% |
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