+33.6%
QCLN vs VT
+74.0%
-40.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -1.6% |
| 7D | +1.7% | +2.4% | -0.6% | -2.5% |
| 30D | -2.6% | -1.5% | -1.1% | +0.7% |
| 3M | -17.5% | -4.1% | -13.4% | -10.0% |
| 6M | -30.1% | +0.6% | -30.7% | -29.1% |
| YTD | -1.8% | +11.0% | -12.9% | -15.9% |
| 1Y | +0.8% | +13.3% | -12.6% | -16.6% |
| 3Y | +33.6% | +73.4% | -39.8% | -57.2% |
| All | +33.6% | +74.0% | -40.4% | -57.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling