+1,179.1%
VST vs IFF
-13.3%
+1,192.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.7% | +3.5% | +1.5% |
| 7D | +19.2% | -6.9% | +26.1% | +21.3% |
| 30D | -17.2% | -8.9% | -8.3% | -15.2% |
| 3M | -8.1% | -3.7% | -4.5% | -7.4% |
| 6M | -8.1% | +3.5% | -11.6% | -9.8% |
| YTD | -16.3% | +21.2% | -37.4% | -22.2% |
| 1Y | -24.1% | +25.6% | -49.7% | -30.5% |
| 3Y | +300.2% | +19.7% | +280.5% | +266.9% |
| 5Y | +645.9% | -39.8% | +685.7% | +727.6% |
| All | +1,179.1% | -13.3% | +1,192.4% | +1,136.2% |
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