-100.0%
QCLS vs VT
+69.7%
-169.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.2% | +2.5% | +2.4% |
| 7D | -21.8% | -2.3% | -19.5% | -19.1% |
| 30D | -46.2% | -5.0% | -41.2% | -42.5% |
| 3M | -87.9% | -4.9% | -83.0% | -86.8% |
| 6M | -91.5% | -1.5% | -90.0% | -91.1% |
| YTD | -91.5% | +8.5% | -100.0% | -91.8% |
| 1Y | -87.8% | +11.4% | -99.2% | -88.5% |
| 3Y | -100.0% | +70.1% | -170.0% | -100.0% |
| All | -100.0% | +69.7% | -169.7% | -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 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