-100.0%
AMZE vs VT
+63.3%
-163.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +44.0% | -0.6% | +44.6% | +44.8% |
| 7D | -20.0% | +2.9% | -22.9% | -23.5% |
| 30D | -57.6% | -2.5% | -55.1% | -56.0% |
| 3M | -96.5% | -3.3% | -93.2% | -96.3% |
| 6M | -99.4% | +1.5% | -100.9% | -99.4% |
| YTD | -99.8% | +11.4% | -111.1% | -99.8% |
| 1Y | -99.8% | +11.9% | -111.7% | -99.8% |
| 3Y | -100.0% | +73.9% | -173.9% | -100.0% |
| All | -100.0% | +63.3% | -163.3% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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