-29.2%
VST vs AMRZ
-17.1%
-12.1%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.8% | -0.3% | -1.7% |
| 7D | -6.0% | +0.2% | -6.2% | -6.2% |
| 30D | -18.8% | +16.2% | -34.9% | -21.6% |
| 3M | -8.0% | -8.9% | +0.9% | -6.3% |
| 6M | -10.9% | -20.1% | +9.2% | -6.9% |
| YTD | -18.3% | -21.3% | +2.9% | -14.1% |
| 1Y | -29.9% | -12.6% | -17.3% | -26.3% |
| All | -29.2% | -17.1% | -12.1% | -26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 AMRZ 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