+42.4%
VFC vs IRE
-97.4%
+139.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +12.1% | -12.6% | -0.8% |
| 7D | -1.4% | -15.1% | +13.8% | -1.3% |
| 30D | +30.7% | -71.4% | +102.1% | +34.3% |
| 3M | +40.6% | -81.2% | +121.8% | +45.6% |
| 6M | +16.5% | -93.7% | +110.2% | +23.1% |
| YTD | +16.2% | -92.2% | +108.4% | +18.5% |
| 1Y | +42.4% | -97.3% | +139.7% | +46.8% |
| All | +42.4% | -97.4% | +139.9% | +46.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling