+271,732.3%
AMZN vs VFC
+404.1%
+271,328.2%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.3% | -1.6% |
| 7D | +0.1% | -1.4% | +1.4% | +0.5% |
| 30D | +2.6% | +30.7% | -28.2% | -6.6% |
| 3M | -2.2% | +40.6% | -42.9% | -13.4% |
| 6M | -1.0% | +16.5% | -17.5% | -7.8% |
| YTD | +15.3% | +16.2% | -0.9% | +6.5% |
| 1Y | +6.9% | +42.4% | -35.6% | -8.7% |
| 3Y | +85.4% | +48.1% | +37.3% | +32.4% |
| 5Y | +53.3% | -67.8% | +121.1% | +94.7% |
| 10Y | +620.3% | -48.5% | +668.8% | +544.8% |
| All | +271,732.3% | +404.1% | +271,328.2% | +57,564.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling