-19.3%
VFC vs Q
+75.3%
-94.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.3% | -4.2% | -2.3% |
| 7D | +0.8% | +6.7% | -5.9% | -0.4% |
| 30D | -11.9% | -10.6% | -1.3% | -10.2% |
| 3M | -20.2% | -14.6% | -5.6% | -18.8% |
| 6M | -23.0% | +12.1% | -35.0% | -27.8% |
| YTD | -26.2% | +51.3% | -77.5% | -33.5% |
| All | -19.3% | +75.3% | -94.6% | -26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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