-79.0%
VFC vs QID
-80.7%
+1.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.5% | -2.7% | -2.0% |
| 7D | -2.3% | -1.9% | -0.4% | -3.2% |
| 30D | -13.4% | +1.7% | -15.1% | -12.5% |
| 3M | -23.7% | -3.9% | -19.8% | -23.9% |
| 6M | -24.5% | -30.0% | +5.5% | -34.6% |
| YTD | -27.8% | -28.2% | +0.4% | -36.3% |
| 1Y | -13.5% | -35.6% | +22.2% | -26.9% |
| 3Y | -27.1% | -74.3% | +47.2% | -53.2% |
| 5Y | -79.0% | -80.8% | +1.8% | -86.7% |
| All | -79.0% | -80.7% | +1.7% | -86.7% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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