-39.5%
VFC vs AMCR
+106.4%
-145.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-07.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.2% | +2.6% | +2.5% |
| 7D | -1.6% | -1.9% | +0.3% | -0.7% |
| 30D | -11.6% | -4.1% | -7.5% | -9.8% |
| 3M | -18.1% | +21.7% | -39.8% | -25.4% |
| 6M | -27.4% | +1.5% | -28.8% | -28.0% |
| YTD | -24.8% | +13.1% | -37.9% | -29.5% |
| 1Y | -8.2% | +16.5% | -24.7% | -15.2% |
| 3Y | -29.1% | +10.3% | -39.4% | -32.2% |
| 5Y | -79.2% | -7.7% | -71.5% | -78.6% |
| 10Y | -68.1% | +24.6% | -92.7% | -71.5% |
| All | -39.5% | +106.4% | -145.9% | -45.5% |
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 1990-01-01 to 2026-09-07: 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…
1990-01-01 to 2026-09-07 analysis · Full analysis span regression · 6 months rolling