-78.3%
VFC vs AZO
+85.8%
-164.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.2% | +4.5% | +4.4% |
| 7D | -1.4% | -3.6% | +2.2% | -0.6% |
| 30D | -9.0% | -5.6% | -3.4% | -7.8% |
| 3M | -24.2% | -6.6% | -17.5% | -23.2% |
| 6M | -18.5% | -22.5% | +4.0% | -14.1% |
| YTD | -25.9% | -15.2% | -10.7% | -23.6% |
| 1Y | -13.0% | -33.9% | +20.9% | -5.0% |
| 3Y | -20.3% | +11.8% | -32.1% | -25.9% |
| All | -78.3% | +85.8% | -164.1% | -81.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling