+38.4%
VFC vs IRE
-97.6%
+136.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -14.4% | +17.6% | +3.6% |
| 7D | +1.6% | -31.8% | +33.5% | +2.6% |
| 30D | +25.5% | -71.8% | +97.2% | +28.8% |
| 3M | +41.3% | -88.9% | +130.2% | +49.0% |
| 6M | +22.2% | -95.4% | +117.6% | +30.2% |
| YTD | +16.4% | -94.2% | +110.6% | +19.7% |
| 1Y | +38.4% | -97.1% | +135.5% | +43.0% |
| All | +38.4% | -97.6% | +136.0% | +43.0% |
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