-27.4%
VFC vs IRE
-45.0%
+17.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +14.0% | -11.6% | +1.6% |
| 7D | -1.6% | +54.8% | -56.4% | -4.0% |
| 30D | -11.6% | +18.4% | -30.0% | -13.2% |
| 3M | -18.1% | -66.7% | +48.6% | -14.8% |
| 6M | -27.4% | -52.3% | +25.0% | -28.7% |
| All | -27.4% | -45.0% | +17.6% | -28.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling