+1,058.9%
VST vs IFF
-24.5%
+1,083.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.6% | -1.7% |
| 7D | -6.0% | -9.8% | +3.7% | -3.4% |
| 30D | -18.8% | -1.6% | -17.1% | -18.5% |
| 3M | -8.0% | -1.8% | -6.2% | -7.7% |
| 6M | -10.9% | +3.6% | -14.6% | -12.5% |
| YTD | -18.3% | +25.4% | -43.7% | -24.7% |
| 1Y | -29.9% | +35.4% | -65.4% | -37.2% |
| 3Y | +290.3% | +23.9% | +266.4% | +254.9% |
| 5Y | +635.3% | -37.1% | +672.4% | +704.9% |
| 10Y | +1,162.4% | -10.3% | +1,172.6% | +1,100.1% |
| All | +1,058.9% | -24.5% | +1,083.4% | +1,025.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling