-21.6%
VST vs IFF
+31.7%
-53.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | -0.5% |
| 7D | +5.3% | -3.0% | +8.4% | +5.2% |
| 30D | +5.8% | -0.9% | +6.7% | +5.7% |
| 3M | +3.5% | +11.8% | -8.4% | +3.8% |
| 6M | -7.4% | +16.5% | -23.9% | -7.5% |
| YTD | -6.1% | +26.5% | -32.6% | -1.6% |
| 1Y | -21.6% | +32.7% | -54.3% | -16.5% |
| All | -21.6% | +31.7% | -53.3% | -16.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling