+552.9%
QQQ vs VFC
-70.4%
+623.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -0.7% |
| 7D | -1.3% | -3.3% | +2.0% | -0.6% |
| 30D | -1.4% | -14.0% | +12.7% | +1.7% |
| 3M | +2.3% | -22.6% | +24.8% | +7.1% |
| 6M | +16.9% | -24.7% | +41.6% | +22.6% |
| YTD | +15.6% | -29.0% | +44.6% | +22.4% |
| 1Y | +22.6% | -13.8% | +36.4% | +23.2% |
| 3Y | +93.5% | -28.2% | +121.8% | +83.5% |
| 5Y | +93.9% | -79.0% | +172.9% | +164.2% |
| All | +552.9% | -70.4% | +623.2% | +705.1% |
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