+39.8%
VFC vs IRE
-97.3%
+137.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.5% | +5.1% | +2.7% |
| 7D | +7.7% | -15.5% | +23.2% | +7.6% |
| 30D | +39.2% | -70.4% | +109.6% | +44.1% |
| 3M | +40.3% | -81.6% | +121.9% | +47.0% |
| 6M | +11.4% | -94.7% | +106.1% | +20.8% |
| YTD | +17.5% | -91.8% | +109.3% | +17.9% |
| 1Y | +45.9% | -97.6% | +143.4% | +61.4% |
| All | +39.8% | -97.3% | +137.1% | +49.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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