-38.0%
QDEL vs VT
+346.0%
-384.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +0.2% | -16.9% | -16.9% |
| 7D | -19.2% | -2.3% | -16.9% | -17.5% |
| 30D | -13.1% | -5.0% | -8.1% | -9.0% |
| 3M | -34.4% | -4.9% | -29.6% | -31.3% |
| 6M | -2.4% | -1.5% | -0.8% | +0.1% |
| YTD | -62.5% | +8.5% | -71.0% | -64.2% |
| 1Y | -49.7% | +11.4% | -61.0% | -52.8% |
| 3Y | -83.0% | +70.1% | -153.0% | -88.2% |
| 5Y | -91.2% | +53.7% | -144.9% | -93.4% |
| 10Y | -43.0% | +220.0% | -263.0% | -75.8% |
| All | -38.0% | +346.0% | -384.0% | -81.2% |
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