+154.7%
QLD vs VFC
+42.8%
+111.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.6% | +4.2% | +6.1% |
| 7D | -1.4% | +7.7% | -9.1% | -3.2% |
| 30D | -19.6% | +39.2% | -58.8% | -26.5% |
| 3M | -14.1% | +40.3% | -54.4% | -21.8% |
| 6M | -13.6% | +11.4% | -25.0% | -17.1% |
| YTD | +12.5% | +17.5% | -5.0% | +6.0% |
| 1Y | +13.1% | +45.9% | -32.7% | +0.3% |
| 3Y | +154.7% | +47.3% | +107.4% | +118.8% |
| All | +154.7% | +42.8% | +111.9% | +118.8% |
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