-8.2%
VFC vs AMCR
+11.5%
-19.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.6% | +4.0% | +3.4% |
| 7D | -1.6% | -3.3% | +1.6% | +0.4% |
| 30D | -11.6% | -5.4% | -6.2% | -8.5% |
| 3M | -18.1% | +20.0% | -38.1% | -26.2% |
| 6M | -27.4% | 0.0% | -27.4% | -28.6% |
| YTD | -24.8% | +11.5% | -36.3% | -30.8% |
| 1Y | -8.2% | +11.4% | -19.6% | -16.7% |
| All | -8.2% | +11.5% | -19.7% | -16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 1y: compounded portfolio wealth divided by compounded AMCR 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…
1y analysis · Full analysis span regression · 6 months rolling