-52.5%
QCLS vs VT
+22.0%
-74.5%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | 0.0% | -4.8% | -4.7% |
| 7D | -23.8% | +0.4% | -24.3% | -24.7% |
| 30D | -39.3% | +1.0% | -40.3% | -40.8% |
| 3M | -52.8% | +2.4% | -55.2% | -55.2% |
| 6M | -51.6% | +12.0% | -63.6% | -62.4% |
| YTD | -55.1% | +15.3% | -70.5% | -69.0% |
| All | -52.5% | +22.0% | -74.5% | -62.5% |
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