-68.5%
VFC vs AZO
+296.8%
-365.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.2% | +4.5% | +4.4% |
| 7D | -1.4% | -3.6% | +2.2% | -0.1% |
| 30D | -9.0% | -5.6% | -3.4% | -7.1% |
| 3M | -24.2% | -6.6% | -17.5% | -22.6% |
| 6M | -18.5% | -22.5% | +4.0% | -11.2% |
| YTD | -25.9% | -15.2% | -10.7% | -22.3% |
| 1Y | -13.0% | -33.9% | +20.9% | -0.1% |
| 3Y | -20.3% | +11.8% | -32.1% | -27.6% |
| 5Y | -78.1% | +85.5% | -163.6% | -84.5% |
| All | -68.5% | +296.8% | -365.4% | -82.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 AZO 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