+534.7%
QQQ vs VFC
-48.6%
+583.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.2% | -4.4% | -1.9% |
| 7D | +3.6% | +1.6% | +2.0% | +3.3% |
| 30D | -6.7% | +25.5% | -32.2% | -11.2% |
| 3M | -7.0% | +41.3% | -48.3% | -13.8% |
| 6M | -4.7% | +22.2% | -26.9% | -9.6% |
| YTD | +11.1% | +16.4% | -5.4% | +5.7% |
| 1Y | +12.3% | +38.4% | -26.1% | +2.5% |
| 3Y | +83.3% | +56.2% | +27.1% | +46.4% |
| 5Y | +77.5% | -68.2% | +145.6% | +123.6% |
| All | +534.7% | -48.6% | +583.3% | +604.9% |
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 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