-30.0%
QDEL vs VT
+357.6%
-387.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.0% | +2.6% | +10.4% | +10.9% |
| 7D | -13.8% | +0.4% | -14.2% | -13.7% |
| 30D | -9.9% | -2.6% | -7.3% | -7.4% |
| 3M | -1.6% | -3.2% | +1.6% | +2.0% |
| 6M | +11.9% | +0.9% | +11.0% | +12.7% |
| YTD | -57.7% | +11.3% | -69.0% | -60.3% |
| 1Y | -40.6% | +14.0% | -54.6% | -45.2% |
| 3Y | -79.2% | +75.8% | -155.1% | -85.9% |
| 5Y | -90.1% | +57.8% | -147.9% | -92.7% |
| 10Y | -41.3% | +219.8% | -261.1% | -75.1% |
| All | -30.0% | +357.6% | -387.6% | -79.2% |
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