-68.5%
VFC vs IFF
-20.3%
-48.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.5% | +4.9% | +4.7% |
| 7D | -1.4% | -3.2% | +1.8% | +0.4% |
| 30D | -9.0% | -0.3% | -8.7% | -8.9% |
| 3M | -24.2% | +8.4% | -32.6% | -28.0% |
| 6M | -18.5% | +23.0% | -41.5% | -28.7% |
| YTD | -25.9% | +25.5% | -51.3% | -36.4% |
| 1Y | -13.0% | +29.1% | -42.0% | -26.5% |
| 3Y | -20.3% | +31.7% | -52.0% | -32.9% |
| 5Y | -78.1% | -35.2% | -42.9% | -74.0% |
| All | -68.5% | -20.3% | -48.3% | -67.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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