-79.0%
VFC vs QSR
+40.6%
-119.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.2% |
| 7D | -3.3% | -4.7% | +1.4% | -0.5% |
| 30D | -14.0% | +4.3% | -18.3% | -16.3% |
| 3M | -22.6% | +5.4% | -28.0% | -25.3% |
| 6M | -24.7% | +8.2% | -32.9% | -29.4% |
| YTD | -29.0% | +14.1% | -43.1% | -36.0% |
| 1Y | -13.8% | +28.1% | -41.9% | -28.0% |
| 3Y | -28.2% | +25.3% | -53.5% | -40.2% |
| 5Y | -79.0% | +40.4% | -119.4% | -84.9% |
| All | -79.0% | +40.6% | -119.6% | -84.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling