-100.0%
QCLS vs VT
+237.3%
-337.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.3% | -4.1% | -11.3% | -10.6% |
| 7D | -24.8% | -4.2% | -20.6% | -20.6% |
| 30D | -52.0% | -5.8% | -46.2% | -48.3% |
| 3M | -88.8% | -5.2% | -83.5% | -87.8% |
| 6M | -91.3% | +0.1% | -91.4% | -91.1% |
| YTD | -91.7% | +8.2% | -99.9% | -92.1% |
| 1Y | -89.3% | +10.1% | -99.4% | -90.0% |
| 3Y | -100.0% | +69.7% | -169.6% | -100.0% |
| 5Y | -100.0% | +53.4% | -153.4% | -100.0% |
| 10Y | -100.0% | +219.2% | -319.2% | -100.0% |
| All | -100.0% | +237.3% | -337.3% | -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 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