+34.1%
VFC vs IRE
-97.8%
+131.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -13.5% | +10.6% | -2.5% |
| 7D | -1.4% | +11.1% | -12.5% | -2.1% |
| 30D | +24.6% | -75.2% | +99.8% | +29.7% |
| 3M | +38.4% | -86.4% | +124.8% | +47.0% |
| 6M | +15.3% | -94.8% | +110.1% | +24.7% |
| YTD | +12.7% | -93.3% | +106.0% | +13.8% |
| 1Y | +32.7% | -97.5% | +130.2% | +43.7% |
| All | +34.1% | -97.8% | +131.9% | +44.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling