-100.0%
QCLS vs VT
+222.7%
-322.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | 0.0% | -4.8% | -4.8% |
| 7D | -23.8% | +0.4% | -24.3% | -24.3% |
| 30D | -39.3% | +1.0% | -40.3% | -40.1% |
| 3M | -52.8% | +2.4% | -55.2% | -53.9% |
| 6M | -51.6% | +12.0% | -63.6% | -57.5% |
| YTD | -55.1% | +15.3% | -70.5% | -61.8% |
| 1Y | -50.4% | +22.6% | -73.0% | -60.2% |
| 3Y | -99.9% | +74.7% | -174.6% | -100.0% |
| 5Y | -100.0% | +66.1% | -166.1% | -100.0% |
| All | -100.0% | +222.7% | -322.7% | -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