+38.4%
VFC vs QS
-74.4%
+112.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -5.2% | +8.4% | +4.2% |
| 7D | +1.6% | -14.0% | +15.6% | +4.4% |
| 30D | +25.5% | -6.4% | +31.8% | +26.8% |
| 3M | +41.3% | -40.3% | +81.5% | +54.6% |
| 6M | +22.2% | -57.5% | +79.7% | +40.4% |
| YTD | +16.4% | -64.7% | +81.1% | +35.9% |
| 1Y | +38.4% | -72.9% | +111.3% | +62.5% |
| All | +38.4% | -74.4% | +112.9% | +62.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling