-3.8%
QCLN vs VT
+13.0%
-16.8%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +2.6% | +2.7% | -0.4% |
| 7D | +2.9% | +0.4% | +2.5% | +2.1% |
| 30D | -6.3% | -2.6% | -3.7% | -0.2% |
| 3M | -14.2% | -3.2% | -11.0% | -7.0% |
| 6M | -24.2% | +0.9% | -25.2% | -23.8% |
| YTD | +1.7% | +11.3% | -9.7% | -15.8% |
| All | -3.8% | +13.0% | -16.8% | -22.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling