+22.6%
QQQ vs VFC
-14.7%
+37.4%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -0.9% |
| 7D | -1.3% | -3.3% | +2.0% | -0.8% |
| 30D | -1.4% | -14.0% | +12.7% | +0.6% |
| 3M | +2.3% | -22.6% | +24.8% | +5.3% |
| 6M | +16.9% | -24.7% | +41.6% | +20.3% |
| YTD | +15.6% | -29.0% | +44.6% | +19.8% |
| 1Y | +22.6% | -13.8% | +36.4% | +23.1% |
| All | +22.6% | -14.7% | +37.4% | +23.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling