-48.4%
VFC vs AMBA
+837.3%
-885.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.8% | +3.1% | +2.5% |
| 7D | -1.6% | -11.0% | +9.3% | +0.7% |
| 30D | -11.6% | -23.2% | +11.5% | -7.0% |
| 3M | -18.1% | -12.7% | -5.4% | -18.2% |
| 6M | -27.4% | +11.2% | -38.6% | -31.9% |
| YTD | -24.8% | -11.2% | -13.6% | -26.6% |
| 1Y | -8.2% | -22.5% | +14.3% | -8.8% |
| 3Y | -29.1% | -1.3% | -27.8% | -34.8% |
| 5Y | -79.2% | -54.2% | -25.0% | -79.6% |
| 10Y | -68.1% | -6.1% | -62.0% | -73.8% |
| All | -48.4% | +837.3% | -885.7% | -66.7% |
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