+133.5%
QLD vs VFC
+39.3%
+94.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -2.9% | -9.8% | -12.0% |
| 7D | -18.6% | +10.9% | -29.4% | -20.7% |
| 30D | -28.3% | +40.6% | -68.9% | -34.7% |
| 3M | -20.4% | +34.4% | -54.8% | -26.7% |
| 6M | -14.3% | +12.3% | -26.6% | -17.9% |
| YTD | +2.8% | +14.4% | -11.6% | -2.6% |
| 1Y | -1.2% | +40.6% | -41.8% | -11.7% |
| All | +133.5% | +39.3% | +94.2% | +102.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling