-74.6%
VFC vs QS
-46.4%
-28.2%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.9% | +2.4% | +4.1% |
| 7D | -1.4% | -3.6% | +2.3% | -1.0% |
| 30D | -9.0% | -17.2% | +8.3% | -7.1% |
| 3M | -24.2% | -27.0% | +2.8% | -21.9% |
| 6M | -18.5% | -24.6% | +6.1% | -16.8% |
| YTD | -25.9% | -49.3% | +23.5% | -21.3% |
| 1Y | -13.0% | -40.3% | +27.4% | -10.5% |
| 3Y | -20.3% | -23.8% | +3.5% | -24.7% |
| 5Y | -78.1% | -75.0% | -3.1% | -78.9% |
| All | -74.6% | -46.4% | -28.2% | -75.5% |
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