+263,909.3%
AMZN vs VFC
+226.2%
+263,683.1%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.4% | -2.5% | -1.0% |
| 7D | -3.0% | -1.6% | -1.4% | -2.4% |
| 30D | -5.2% | -11.6% | +6.4% | -1.2% |
| 3M | +1.9% | -18.1% | +20.0% | +7.6% |
| 6M | +19.2% | -27.4% | +46.6% | +30.3% |
| YTD | +12.0% | -24.8% | +36.8% | +20.4% |
| 1Y | +9.7% | -8.2% | +17.9% | +8.2% |
| 3Y | +87.2% | -29.1% | +116.3% | +70.7% |
| 5Y | +48.7% | -79.2% | +127.8% | +118.9% |
| 10Y | +569.3% | -68.1% | +637.4% | +611.2% |
| All | +263,909.3% | +226.2% | +263,683.1% | +65,125.9% |
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