+27.8%
VTEB vs AMBA
-36.4%
+64.2%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | -0.4% |
| 7D | +0.7% | -2.6% | +3.3% | +0.7% |
| 30D | +4.0% | -10.5% | +14.5% | +4.1% |
| 3M | -0.5% | -26.4% | +25.9% | -0.3% |
| 6M | -0.6% | -20.9% | +20.3% | -0.6% |
| YTD | +0.4% | -14.8% | +15.2% | +0.4% |
| 1Y | +0.8% | -36.1% | +36.9% | +0.9% |
| 3Y | +11.5% | +20.2% | -8.8% | +10.5% |
| 5Y | +3.4% | -67.2% | +70.7% | +3.3% |
| 10Y | +23.5% | +5.0% | +18.6% | +21.0% |
| All | +27.8% | -36.4% | +64.2% | +25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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