+134.0%
VFC vs QID
-100.0%
+233.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.6% | +4.1% | -2.4% |
| 7D | -1.4% | -1.1% | -0.3% | -1.4% |
| 30D | +30.7% | +14.4% | +16.3% | +39.1% |
| 3M | +40.6% | +6.7% | +34.0% | +45.8% |
| 6M | +16.5% | +2.6% | +13.9% | +20.6% |
| YTD | +16.2% | -24.2% | +40.4% | +7.7% |
| 1Y | +42.4% | -22.3% | +64.7% | +34.0% |
| 3Y | +48.1% | -72.0% | +120.1% | +4.3% |
| 5Y | -67.8% | -78.2% | +10.4% | -76.1% |
| 10Y | -48.5% | -99.1% | +50.6% | -86.4% |
| All | +134.0% | -100.0% | +233.9% | -80.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling