-14.7%
AMRZ vs VTEB
+4.3%
-19.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.5% | -0.6% |
| 7D | -1.9% | -0.8% | -1.1% | +1.1% |
| 30D | -16.9% | -1.3% | -15.6% | -12.5% |
| 3M | -19.2% | -2.1% | -17.1% | -11.7% |
| 6M | -29.3% | -1.7% | -27.6% | -24.4% |
| YTD | -18.0% | -0.6% | -17.4% | -13.7% |
| 1Y | -15.1% | +3.1% | -18.2% | -18.3% |
| All | -14.7% | +4.3% | -19.0% | -18.8% |
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