+55.9%
VFC vs QS
-22.5%
+78.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.4% | +4.9% | +0.4% |
| 7D | -1.4% | -5.0% | +3.6% | -0.6% |
| 30D | +30.7% | -1.4% | +32.1% | +30.7% |
| 3M | +40.6% | -33.6% | +74.2% | +49.8% |
| 6M | +16.5% | -47.6% | +64.0% | +27.4% |
| YTD | +16.2% | -59.6% | +75.8% | +31.5% |
| 1Y | +42.4% | -73.5% | +116.0% | +72.0% |
| All | +55.9% | -22.5% | +78.4% | +23.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling