+387.9%
VFC vs IBB
+566.2%
-178.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -0.7% |
| 7D | +11.2% | -1.8% | +13.0% | +12.2% |
| 30D | +41.5% | +5.1% | +36.5% | +37.8% |
| 3M | +38.9% | +10.7% | +28.2% | +31.2% |
| 6M | +6.1% | +22.9% | -16.8% | -5.3% |
| YTD | +14.5% | +26.7% | -12.2% | +0.7% |
| 1Y | +46.0% | +35.1% | +10.8% | +24.2% |
| 3Y | +36.4% | +80.2% | -43.8% | +3.1% |
| 5Y | -67.5% | +37.8% | -105.4% | -72.3% |
| 10Y | -45.8% | +161.2% | -207.0% | -66.0% |
| All | +387.9% | +566.2% | -178.3% | +61.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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