+377.4%
VT vs AME
+1,101.2%
-723.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.9% |
| 7D | +0.4% | +0.6% | -0.2% | +0.1% |
| 30D | +1.0% | -6.7% | +7.7% | +4.9% |
| 3M | +2.4% | +4.1% | -1.7% | -0.3% |
| 6M | +12.0% | +1.6% | +10.4% | +10.2% |
| YTD | +15.3% | +16.1% | -0.8% | +4.9% |
| 1Y | +22.6% | +27.3% | -4.7% | +5.2% |
| 3Y | +74.7% | +50.9% | +23.8% | +32.7% |
| 5Y | +66.1% | +81.4% | -15.2% | +11.9% |
| 10Y | +225.0% | +417.0% | -192.0% | +10.6% |
| All | +377.4% | +1,101.2% | -723.8% | -18.4% |
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