-23.7%
VFC vs IFF
+29.7%
-53.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.3% |
| 7D | -3.3% | -2.8% | -0.5% | -1.4% |
| 30D | -14.0% | -1.1% | -12.9% | -13.4% |
| 3M | -22.6% | +13.8% | -36.4% | -29.8% |
| 6M | -24.7% | +16.7% | -41.4% | -34.0% |
| YTD | -29.0% | +26.1% | -55.1% | -42.5% |
| 1Y | -13.8% | +33.5% | -47.3% | -33.6% |
| All | -23.7% | +29.7% | -53.3% | -42.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling