-60.1%
VFC vs QS
-62.6%
+2.6%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -5.2% | +8.4% | +3.8% |
| 7D | +1.6% | -14.0% | +15.6% | +3.2% |
| 30D | +25.5% | -6.4% | +31.8% | +26.2% |
| 3M | +41.3% | -40.3% | +81.5% | +48.9% |
| 6M | +22.2% | -57.5% | +79.7% | +32.6% |
| YTD | +16.4% | -64.7% | +81.1% | +28.1% |
| 1Y | +38.4% | -72.9% | +111.3% | +56.2% |
| 3Y | +56.2% | -33.5% | +89.7% | +50.5% |
| 5Y | -68.2% | -90.5% | +22.4% | -68.0% |
| All | -60.1% | -62.6% | +2.6% | -60.1% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 10y: compounded portfolio wealth divided by compounded QS 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…
10y analysis · Full analysis span regression · 6 months rolling