-19.1%
QDEL vs VT
+374.2%
-393.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -5.2% | +0.4% | -5.7% | -5.5% |
| 30D | -20.2% | +1.0% | -21.1% | -20.9% |
| 3M | -8.7% | +2.4% | -11.1% | -10.0% |
| 6M | -34.1% | +12.0% | -46.1% | -39.2% |
| YTD | -51.1% | +15.3% | -66.4% | -55.8% |
| 1Y | -49.7% | +22.6% | -72.3% | -56.4% |
| 3Y | -83.3% | +74.7% | -158.0% | -88.7% |
| 5Y | -90.2% | +66.1% | -156.3% | -93.1% |
| 10Y | -35.3% | +225.0% | -260.3% | -73.1% |
| All | -19.1% | +374.2% | -393.3% | -76.8% |
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