+773.2%
VFC vs IFF
+848.0%
-74.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.0% | -1.5% |
| 7D | +0.8% | -0.2% | +1.0% | +0.9% |
| 30D | -11.9% | -0.3% | -11.6% | -11.8% |
| 3M | -20.2% | +18.6% | -38.7% | -26.3% |
| 6M | -23.0% | +17.4% | -40.3% | -29.1% |
| YTD | -26.2% | +28.5% | -54.7% | -35.1% |
| 1Y | -13.3% | +32.5% | -45.9% | -24.7% |
| 3Y | -25.5% | +34.1% | -59.5% | -35.0% |
| 5Y | -78.1% | -35.2% | -42.9% | -74.7% |
| 10Y | -68.8% | -21.1% | -47.7% | -67.8% |
| All | +773.2% | +848.0% | -74.8% | +217.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling