+1,162.1%
AMAT vs VFC
-46.8%
+1,208.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.1% | +4.1% | +4.2% |
| 7D | -14.7% | +11.2% | -25.9% | -17.6% |
| 30D | -36.1% | +41.5% | -77.6% | -43.1% |
| 3M | -36.9% | +38.9% | -75.8% | -43.6% |
| 6M | -22.2% | +6.1% | -28.3% | -25.2% |
| YTD | +29.9% | +14.5% | +15.4% | +21.1% |
| 1Y | +43.3% | +46.0% | -2.7% | +22.6% |
| 3Y | +142.7% | +36.4% | +106.3% | +82.8% |
| 5Y | +126.2% | -67.5% | +193.8% | +227.5% |
| All | +1,162.1% | -46.8% | +1,208.9% | +1,569.1% |
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