-81.1%
QID vs VCLT
-16.3%
-64.8%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.3% |
| 7D | -1.9% | 0.0% | -1.9% | -1.9% |
| 30D | +1.7% | +0.1% | +1.6% | +1.9% |
| 3M | -3.9% | -2.9% | -1.0% | -6.9% |
| 6M | -30.0% | -4.0% | -26.0% | -32.5% |
| YTD | -28.2% | -2.2% | -26.0% | -29.3% |
| 1Y | -35.6% | -2.6% | -33.1% | -36.8% |
| 3Y | -74.3% | +12.3% | -86.6% | -69.0% |
| All | -81.1% | -16.3% | -64.8% | -80.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 5y: compounded portfolio wealth divided by compounded VCLT 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…
5y analysis · Full analysis span regression · 6 months rolling