+255.2%
QCLN vs VT
+221.4%
+33.8%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.5% | +2.8% | +3.1% |
| 7D | +4.9% | +1.0% | +3.9% | +3.3% |
| 30D | -4.3% | -0.2% | -4.0% | -3.8% |
| 3M | -17.8% | +4.5% | -22.4% | -22.4% |
| 6M | +12.3% | +14.1% | -1.7% | -6.4% |
| YTD | +13.4% | +14.8% | -1.3% | -6.0% |
| 1Y | +34.1% | +21.2% | +12.9% | +3.2% |
| 3Y | +12.3% | +76.6% | -64.3% | -49.2% |
| 5Y | -21.4% | +66.6% | -88.0% | -59.6% |
| 10Y | +255.2% | +222.3% | +32.9% | -16.9% |
| All | +255.2% | +221.4% | +33.8% | -16.9% |
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