-20.3%
VFC vs AZO
+10.0%
-30.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.2% | +4.5% | +4.4% |
| 7D | -1.4% | -3.6% | +2.2% | -0.8% |
| 30D | -9.0% | -5.6% | -3.4% | -8.2% |
| 3M | -24.2% | -6.6% | -17.5% | -23.5% |
| 6M | -18.5% | -22.5% | +4.0% | -15.6% |
| YTD | -25.9% | -15.2% | -10.7% | -24.1% |
| 1Y | -13.0% | -33.9% | +20.9% | -7.6% |
| 3Y | -20.3% | +11.8% | -32.1% | -27.2% |
| All | -20.3% | +10.0% | -30.4% | -27.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling