+1,570.9%
QQQ vs VFC
+150.2%
+1,420.7%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.4% | -2.2% | -0.5% |
| 7D | +0.4% | -1.6% | +2.0% | +0.8% |
| 30D | +0.2% | -11.6% | +11.9% | +3.8% |
| 3M | -2.8% | -18.1% | +15.3% | +1.9% |
| 6M | +18.0% | -27.4% | +45.3% | +27.2% |
| YTD | +17.3% | -24.8% | +42.1% | +24.6% |
| 1Y | +25.6% | -8.2% | +33.8% | +23.8% |
| 3Y | +93.7% | -29.1% | +122.8% | +79.0% |
| 5Y | +94.2% | -79.2% | +173.3% | +170.0% |
| 10Y | +557.9% | -68.1% | +626.0% | +612.7% |
| All | +1,570.9% | +150.2% | +1,420.7% | +610.8% |
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