+43.8%
QLD vs VFC
-6.8%
+50.7%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.4% | -2.0% | -0.3% |
| 7D | +0.6% | -1.6% | +2.2% | +1.0% |
| 30D | -0.1% | -11.6% | +11.5% | +3.0% |
| 3M | -8.4% | -18.1% | +9.7% | -4.3% |
| 6M | +32.2% | -27.4% | +59.6% | +40.8% |
| YTD | +28.9% | -24.8% | +53.7% | +36.7% |
| 1Y | +43.8% | -8.2% | +52.0% | +43.7% |
| All | +43.8% | -6.8% | +50.7% | +43.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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