-99.9%
QID vs VCLT
+103.4%
-203.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.3% |
| 7D | -0.6% | -0.5% | -0.1% | -0.9% |
| 30D | 0.0% | -0.9% | +0.9% | -0.4% |
| 3M | +3.7% | -3.2% | +7.0% | +2.3% |
| 6M | -29.9% | -3.8% | -26.0% | -30.7% |
| YTD | -28.8% | -2.0% | -26.8% | -29.1% |
| 1Y | -37.2% | -0.8% | -36.4% | -37.1% |
| 3Y | -73.7% | +12.3% | -86.0% | -71.8% |
| 5Y | -80.7% | -15.4% | -65.3% | -79.6% |
| 10Y | -99.1% | +15.7% | -114.9% | -99.2% |
| All | -99.9% | +103.4% | -203.4% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling