-27.4%
VFC vs QID
-31.4%
+4.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.7% | +2.2% |
| 7D | -1.6% | -0.6% | -1.0% | -1.8% |
| 30D | -11.6% | 0.0% | -11.6% | -11.5% |
| 3M | -18.1% | +3.7% | -21.8% | -15.8% |
| 6M | -27.4% | -29.9% | +2.5% | -42.5% |
| All | -27.4% | -31.4% | +4.0% | -42.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling