-28.0%
VST vs AMRZ
-17.7%
-10.3%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +1.9% |
| 7D | +10.9% | -5.5% | +16.4% | +12.0% |
| 30D | -15.6% | +15.6% | -31.3% | -18.6% |
| 3M | -7.8% | -12.1% | +4.3% | -5.3% |
| 6M | -12.0% | -19.4% | +7.5% | -8.2% |
| YTD | -16.9% | -21.9% | +5.0% | -12.5% |
| 1Y | -25.1% | -15.0% | -10.1% | -21.0% |
| All | -28.0% | -17.7% | -10.3% | -25.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling