+1,321.9%
AMAT vs VFC
-48.6%
+1,370.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.2% | -6.0% | -3.8% |
| 7D | +11.4% | +1.6% | +9.7% | +10.8% |
| 30D | -17.0% | +25.5% | -42.5% | -23.0% |
| 3M | -30.6% | +41.3% | -71.9% | -38.3% |
| 6M | -14.9% | +22.2% | -37.2% | -21.8% |
| YTD | +44.7% | +16.4% | +28.3% | +34.2% |
| 1Y | +66.9% | +38.4% | +28.5% | +45.5% |
| 3Y | +153.3% | +56.2% | +97.1% | +80.5% |
| 5Y | +146.2% | -68.2% | +214.4% | +261.5% |
| All | +1,321.9% | -48.6% | +1,370.6% | +1,751.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 10y: compounded portfolio wealth divided by compounded VFC 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…
10y analysis · Full analysis span regression · 6 months rolling