+210.5%
ICE vs VFC
-70.6%
+281.1%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | -0.1% |
| 7D | -5.3% | -4.0% | -1.4% | -4.8% |
| 30D | +3.0% | -14.6% | +17.6% | +5.4% |
| 3M | +11.4% | -23.1% | +34.5% | +15.2% |
| 6M | -2.0% | -25.2% | +23.2% | +1.3% |
| YTD | -3.1% | -29.5% | +26.3% | +0.7% |
| 1Y | -8.4% | -14.4% | +6.0% | -8.1% |
| 3Y | +40.7% | -28.7% | +69.5% | +34.6% |
| 5Y | +40.0% | -79.1% | +119.1% | +79.2% |
| All | +210.5% | -70.6% | +281.1% | +256.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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