-68.5%
VFC vs QSR
+135.2%
-203.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.6% | +3.7% | +4.0% |
| 7D | -1.4% | -4.0% | +2.6% | +0.8% |
| 30D | -9.0% | +2.8% | -11.7% | -10.4% |
| 3M | -24.2% | +5.1% | -29.3% | -26.5% |
| 6M | -18.5% | +8.8% | -27.3% | -23.0% |
| YTD | -25.9% | +14.8% | -40.7% | -32.2% |
| 1Y | -13.0% | +25.7% | -38.7% | -24.2% |
| 3Y | -20.3% | +27.5% | -47.9% | -31.5% |
| 5Y | -78.1% | +41.3% | -119.3% | -82.3% |
| All | -68.5% | +135.2% | -203.7% | -79.5% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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