+36.0%
VFC vs IRE
-98.0%
+134.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -33.9% | +31.0% | -1.6% |
| 7D | +10.9% | -57.1% | +68.0% | +13.7% |
| 30D | +40.6% | -84.4% | +125.1% | +49.7% |
| 3M | +34.4% | -85.0% | +119.4% | +42.0% |
| 6M | +12.3% | -95.2% | +107.5% | +22.0% |
| YTD | +14.4% | -93.9% | +108.3% | +16.3% |
| 1Y | +40.6% | -98.8% | +139.4% | +65.4% |
| All | +36.0% | -98.0% | +134.0% | +47.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling