-25.5%
VFC vs QS
-19.7%
-5.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.0% | -3.9% | -2.2% |
| 7D | +0.8% | +2.2% | -1.4% | +0.4% |
| 30D | -11.9% | -8.1% | -3.9% | -10.7% |
| 3M | -20.2% | -27.0% | +6.9% | -16.2% |
| 6M | -23.0% | -16.4% | -6.5% | -22.0% |
| YTD | -26.2% | -46.4% | +20.1% | -19.4% |
| 1Y | -13.3% | -41.1% | +27.8% | -9.9% |
| 3Y | -25.5% | -18.6% | -6.8% | -41.5% |
| All | -25.5% | -19.7% | -5.8% | -41.5% |
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