+766.9%
VST vs IFF
-34.7%
+801.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.5% | +1.8% |
| 7D | +9.9% | -0.2% | +10.1% | +9.9% |
| 30D | +7.9% | -0.3% | +8.2% | +8.0% |
| 3M | +3.4% | +18.6% | -15.1% | -0.4% |
| 6M | -4.1% | +17.4% | -21.5% | -7.9% |
| YTD | -5.7% | +28.5% | -34.2% | -11.3% |
| 1Y | -18.9% | +32.5% | -51.4% | -24.6% |
| 3Y | +359.1% | +34.1% | +325.0% | +326.7% |
| 5Y | +766.9% | -35.2% | +802.0% | +797.1% |
| All | +766.9% | -34.7% | +801.5% | +797.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling