-73.6%
VFC vs QSR
+211.0%
-284.5%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.4% | +0.5% | -0.7% |
| 7D | +0.8% | +0.1% | +0.8% | +0.8% |
| 30D | -11.9% | +5.9% | -17.9% | -14.5% |
| 3M | -20.2% | +10.5% | -30.6% | -24.2% |
| 6M | -23.0% | +7.7% | -30.7% | -26.5% |
| YTD | -26.2% | +16.8% | -43.0% | -32.6% |
| 1Y | -13.3% | +30.9% | -44.2% | -25.1% |
| 3Y | -25.5% | +28.2% | -53.7% | -35.2% |
| 5Y | -78.1% | +45.0% | -123.1% | -82.2% |
| 10Y | -68.8% | +127.3% | -196.1% | -79.5% |
| All | -73.6% | +211.0% | -284.5% | -83.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling