+212.5%
QCLN vs VT
+215.5%
-3.0%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.2% | +3.1% | +3.0% |
| 7D | -0.8% | -2.3% | +1.6% | +3.1% |
| 30D | -13.0% | -5.0% | -8.0% | -5.4% |
| 3M | -16.5% | -4.9% | -11.7% | -9.1% |
| 6M | -28.7% | -1.5% | -27.1% | -25.2% |
| YTD | -3.5% | +8.5% | -12.0% | -12.2% |
| 1Y | -6.0% | +11.4% | -17.4% | -17.6% |
| 3Y | +25.0% | +70.1% | -45.1% | -39.9% |
| 5Y | -45.4% | +53.7% | -99.1% | -68.3% |
| All | +212.5% | +215.5% | -3.0% | -23.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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