+367.1%
VT vs AME
+1,099.8%
-732.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.6% | +6.3% | +4.3% |
| 7D | -0.3% | -4.4% | +4.1% | +2.1% |
| 30D | -1.4% | -5.9% | +4.5% | +1.7% |
| 3M | -1.4% | -6.5% | +5.1% | +1.9% |
| 6M | +5.5% | +3.2% | +2.3% | +2.7% |
| YTD | +12.8% | +16.0% | -3.2% | +2.2% |
| 1Y | +15.4% | +20.4% | -5.0% | +2.3% |
| 3Y | +76.9% | +68.2% | +8.7% | +25.5% |
| 5Y | +60.4% | +74.4% | -14.0% | +10.3% |
| 10Y | +232.8% | +470.6% | -237.9% | +6.2% |
| All | +367.1% | +1,099.8% | -732.7% | -20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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