+361.1%
VST vs IFF
+31.4%
+329.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.1% | +3.6% | +3.5% |
| 7D | +8.9% | -1.8% | +10.7% | +9.3% |
| 30D | +6.2% | -2.0% | +8.2% | +6.5% |
| 3M | -2.7% | +18.5% | -21.3% | -6.4% |
| 6M | -8.4% | +11.7% | -20.0% | -10.9% |
| YTD | -7.2% | +29.6% | -36.8% | -13.2% |
| 1Y | -20.9% | +35.0% | -55.9% | -27.3% |
| All | +361.1% | +31.4% | +329.7% | +326.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling