+134.4%
VFC vs QID
-100.0%
+234.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.6% | +0.6% | +4.3% |
| 7D | +1.6% | -7.1% | +8.8% | -1.4% |
| 30D | +25.5% | +12.6% | +12.8% | +32.6% |
| 3M | +41.3% | +14.2% | +27.0% | +50.7% |
| 6M | +22.2% | +6.2% | +16.0% | +28.4% |
| YTD | +16.4% | -21.8% | +38.2% | +9.3% |
| 1Y | +38.4% | -23.1% | +61.6% | +29.6% |
| 3Y | +56.2% | -71.3% | +127.5% | +11.2% |
| 5Y | -68.2% | -77.0% | +8.8% | -75.8% |
| 10Y | -48.4% | -99.0% | +50.7% | -86.2% |
| All | +134.4% | -100.0% | +234.4% | -80.2% |
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