+36.2%
VFC vs IRE
-97.2%
+133.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +39.6% | -39.4% | -1.3% |
| 7D | +11.2% | -27.2% | +38.4% | +11.6% |
| 30D | +41.5% | -75.1% | +116.6% | +47.6% |
| 3M | +38.9% | -77.9% | +116.8% | +44.2% |
| 6M | +6.1% | -94.6% | +100.7% | +14.9% |
| YTD | +14.5% | -91.5% | +106.1% | +14.8% |
| 1Y | +46.0% | -97.8% | +143.8% | +64.0% |
| All | +36.2% | -97.2% | +133.4% | +45.4% |
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