-68.5%
VFC vs AMCR
+14.6%
-83.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.6% | +5.9% | +5.4% |
| 7D | -1.4% | -6.3% | +4.9% | +2.8% |
| 30D | -9.0% | -7.8% | -1.2% | -4.2% |
| 3M | -24.2% | +7.5% | -31.7% | -27.6% |
| 6M | -18.5% | +2.7% | -21.2% | -20.1% |
| YTD | -25.9% | +6.0% | -31.9% | -29.3% |
| 1Y | -13.0% | +7.8% | -20.8% | -18.0% |
| 3Y | -20.3% | +5.8% | -26.1% | -23.6% |
| 5Y | -78.1% | -11.6% | -66.5% | -76.7% |
| All | -68.5% | +14.6% | -83.2% | -73.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling