+1,079.0%
VST vs IFF
-24.9%
+1,103.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.4% | +1.9% |
| 7D | +10.9% | -5.7% | +16.7% | +12.6% |
| 30D | -15.6% | -2.7% | -12.9% | -15.1% |
| 3M | -7.8% | -2.3% | -5.5% | -7.4% |
| 6M | -12.0% | +6.0% | -18.0% | -14.0% |
| YTD | -16.9% | +24.6% | -41.5% | -23.3% |
| 1Y | -25.1% | +29.4% | -54.4% | -31.8% |
| 3Y | +297.1% | +23.1% | +273.9% | +261.6% |
| 5Y | +641.9% | -37.2% | +679.1% | +711.7% |
| 10Y | +1,142.3% | -10.8% | +1,153.1% | +1,083.0% |
| All | +1,079.0% | -24.9% | +1,103.9% | +1,046.9% |
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