-25.5%
VFC vs IWD
+70.7%
-96.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.7% | +3.0% | +4.0% |
| 7D | -1.6% | -0.3% | -1.3% | -1.0% |
| 30D | -11.6% | +0.6% | -12.2% | -12.9% |
| 3M | -18.1% | +7.2% | -25.3% | -30.8% |
| 6M | -27.4% | +16.2% | -43.6% | -49.7% |
| YTD | -24.8% | +23.3% | -48.2% | -55.1% |
| 1Y | -8.2% | +29.6% | -37.8% | -51.0% |
| All | -25.5% | +70.7% | -96.2% | -80.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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