+116.0%
QCLN vs VT
+374.2%
-258.2%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +1.1% | +0.4% | +0.7% | +0.5% |
| 30D | -3.6% | +1.0% | -4.6% | -4.8% |
| 3M | -27.1% | +2.4% | -29.4% | -28.4% |
| 6M | +2.6% | +12.0% | -9.4% | -9.9% |
| YTD | +10.9% | +15.3% | -4.5% | -6.1% |
| 1Y | +32.2% | +22.6% | +9.6% | +4.2% |
| 3Y | +5.1% | +74.7% | -69.6% | -45.9% |
| 5Y | -25.0% | +66.1% | -91.1% | -56.9% |
| 10Y | +248.8% | +225.0% | +23.8% | -5.9% |
| All | +116.0% | +374.2% | -258.2% | -61.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling