+51.4%
VFC vs QID
-100.0%
+151.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -15.4% |
| 6M | -27.4% | -29.9% | +2.5% | -35.7% |
| YTD | -24.8% | -28.8% | +4.0% | -32.6% |
| 1Y | -8.2% | -37.2% | +29.0% | -21.2% |
| 3Y | -29.1% | -73.7% | +44.6% | -51.6% |
| 5Y | -79.2% | -80.7% | +1.6% | -85.4% |
| 10Y | -68.1% | -99.1% | +31.0% | -91.8% |
| All | +51.4% | -100.0% | +151.4% | -87.8% |
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