+397.0%
VT vs AMCR
+106.4%
+290.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | +0.4% | -1.9% | +2.3% | +0.9% |
| 30D | +1.0% | -4.1% | +5.1% | +2.0% |
| 3M | +2.4% | +21.7% | -19.3% | -3.0% |
| 6M | +12.0% | +1.5% | +10.5% | +10.8% |
| YTD | +15.3% | +13.1% | +2.2% | +10.6% |
| 1Y | +22.6% | +16.5% | +6.1% | +16.4% |
| 3Y | +74.7% | +10.3% | +64.4% | +66.3% |
| 5Y | +66.1% | -7.7% | +73.8% | +65.1% |
| 10Y | +225.0% | +24.6% | +200.4% | +189.7% |
| All | +397.0% | +106.4% | +290.6% | +339.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded AMCR 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling