+1,232.7%
VST vs IFF
-23.8%
+1,256.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | 0.0% |
| 7D | +5.3% | -3.0% | +8.4% | +6.2% |
| 30D | +5.8% | -0.9% | +6.7% | +6.0% |
| 3M | +3.5% | +11.8% | -8.4% | -0.3% |
| 6M | -7.4% | +16.5% | -23.9% | -12.5% |
| YTD | -6.1% | +26.5% | -32.6% | -13.5% |
| 1Y | -21.6% | +32.7% | -54.3% | -29.4% |
| 3Y | +357.2% | +32.0% | +325.2% | +307.7% |
| 5Y | +777.0% | -36.1% | +813.1% | +853.8% |
| All | +1,232.7% | -23.8% | +1,256.5% | +1,193.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 10y: compounded portfolio wealth divided by compounded IFF 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…
10y analysis · Full analysis span regression · 6 months rolling