+443.1%
VTV vs AMBA
+837.3%
-394.2%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.5% | -0.2% |
| 7D | +0.5% | -11.0% | +11.5% | +1.8% |
| 30D | +1.1% | -23.2% | +24.3% | +3.9% |
| 3M | +5.9% | -12.7% | +18.6% | +6.0% |
| 6M | +11.6% | +11.2% | +0.4% | +7.9% |
| YTD | +19.8% | -11.2% | +31.0% | +18.3% |
| 1Y | +26.2% | -22.5% | +48.8% | +25.7% |
| 3Y | +68.5% | -1.3% | +69.8% | +57.8% |
| 5Y | +79.9% | -54.2% | +134.0% | +74.3% |
| 10Y | +229.7% | -6.1% | +235.8% | +174.1% |
| All | +443.1% | +837.3% | -394.2% | +257.9% |
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