+94.5%
QQQ vs VFC
-78.7%
+173.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | +0.1% |
| 7D | +1.0% | -2.3% | +3.3% | +1.4% |
| 30D | -0.6% | -13.4% | +12.7% | +1.8% |
| 3M | +1.3% | -23.7% | +25.0% | +5.5% |
| 6M | +18.1% | -24.5% | +42.6% | +22.8% |
| YTD | +16.9% | -27.8% | +44.7% | +22.1% |
| 1Y | +24.0% | -13.5% | +37.4% | +24.5% |
| 3Y | +95.6% | -27.1% | +122.7% | +89.0% |
| 5Y | +94.5% | -79.0% | +173.5% | +194.3% |
| All | +94.5% | -78.7% | +173.2% | +194.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling