+45.0%
VFC vs Q
+30.6%
+14.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.5% |
| 7D | +3.5% | +4.0% | -0.5% | +2.7% |
| 30D | +38.3% | -2.3% | +40.6% | +38.5% |
| 3M | +40.2% | -7.9% | +48.1% | +41.6% |
| 6M | +10.6% | -16.0% | +26.6% | +11.8% |
| YTD | +16.7% | +51.7% | -35.0% | +4.6% |
| 1Y | +45.0% | +28.3% | +16.7% | +32.3% |
| All | +45.0% | +30.6% | +14.4% | +32.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling