+19.7%
VFC vs AMRZ
-13.6%
+33.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.8% | +2.6% |
| 7D | -1.6% | -1.9% | +0.3% | -0.6% |
| 30D | -11.6% | -16.9% | +5.3% | -2.2% |
| 3M | -18.1% | -19.2% | +1.1% | -8.3% |
| 6M | -27.4% | -29.3% | +1.9% | -12.2% |
| YTD | -24.8% | -18.0% | -6.9% | -18.0% |
| 1Y | -8.2% | -15.1% | +6.9% | -2.2% |
| All | +19.7% | -13.6% | +33.3% | +25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 AMRZ 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