+7,256.1%
QLD vs VFC
+129.8%
+7,126.4%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -2.9% | -9.8% | -11.1% |
| 7D | -18.6% | +10.9% | -29.4% | -23.2% |
| 30D | -28.3% | +40.6% | -68.9% | -41.2% |
| 3M | -20.4% | +34.4% | -54.8% | -33.4% |
| 6M | -14.3% | +12.3% | -26.6% | -22.6% |
| YTD | +2.8% | +14.4% | -11.6% | -9.5% |
| 1Y | -1.2% | +40.6% | -41.8% | -23.8% |
| 3Y | +135.3% | +40.1% | +95.2% | +34.0% |
| 5Y | +62.6% | -67.6% | +130.2% | +157.7% |
| 10Y | +1,384.3% | -45.9% | +1,430.2% | +1,198.9% |
| All | +7,256.1% | +129.8% | +7,126.4% | +1,480.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling