+1,351.8%
QLD vs VFC
-46.8%
+1,398.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.1% | +2.4% | +2.5% |
| 7D | -10.3% | +11.2% | -21.5% | -14.2% |
| 30D | -26.1% | +41.5% | -67.6% | -36.4% |
| 3M | -17.8% | +38.9% | -56.7% | -28.8% |
| 6M | -15.6% | +6.1% | -21.7% | -19.5% |
| YTD | +5.4% | +14.5% | -9.2% | -3.7% |
| 1Y | +5.2% | +46.0% | -40.7% | -14.0% |
| 3Y | +139.4% | +36.4% | +103.1% | +65.3% |
| 5Y | +66.7% | -67.5% | +134.2% | +169.1% |
| All | +1,351.8% | -46.8% | +1,398.6% | +1,882.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling