-100.0%
QCLS vs VT
+217.6%
-317.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.5% | -6.0% | -5.9% |
| 7D | -18.6% | -0.1% | -18.4% | -17.9% |
| 30D | -45.1% | -3.1% | -42.0% | -42.4% |
| 3M | -87.7% | -3.5% | -84.2% | -86.9% |
| 6M | -90.8% | +0.5% | -91.3% | -90.6% |
| YTD | -91.3% | +10.8% | -102.1% | -92.1% |
| 1Y | -89.2% | +11.9% | -101.1% | -90.2% |
| 3Y | -100.0% | +73.0% | -172.9% | -100.0% |
| 5Y | -100.0% | +58.6% | -158.6% | -100.0% |
| 10Y | -100.0% | +219.2% | -319.2% | -100.0% |
| All | -100.0% | +217.6% | -317.6% | -100.0% |
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