+1,164.9%
VST vs IFF
-12.5%
+1,177.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.0% | -2.1% | -1.4% |
| 7D | +6.6% | -1.8% | +8.3% | +7.1% |
| 30D | -12.4% | -9.4% | -3.0% | -10.2% |
| 3M | -9.0% | -3.0% | -6.0% | -8.4% |
| 6M | -6.4% | +5.8% | -12.2% | -8.7% |
| YTD | -17.2% | +22.4% | -39.6% | -23.2% |
| 1Y | -22.0% | +23.0% | -45.1% | -28.0% |
| 3Y | +296.7% | +21.8% | +274.9% | +261.9% |
| 5Y | +637.6% | -39.2% | +676.8% | +716.3% |
| All | +1,164.9% | -12.5% | +1,177.3% | +1,119.3% |
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