-79.0%
VFC vs QS
-74.8%
-4.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -6.6% | +4.4% | -0.9% |
| 7D | -2.3% | -4.2% | +1.9% | -1.6% |
| 30D | -13.4% | -15.7% | +2.3% | -10.7% |
| 3M | -23.7% | -28.7% | +5.0% | -19.4% |
| 6M | -24.5% | -23.2% | -1.2% | -22.2% |
| YTD | -27.8% | -49.9% | +22.1% | -19.9% |
| 1Y | -13.5% | -38.8% | +25.3% | -10.4% |
| 3Y | -27.1% | -24.0% | -3.1% | -37.0% |
| 5Y | -79.0% | -75.6% | -3.4% | -80.7% |
| All | -79.0% | -74.8% | -4.2% | -80.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling