+339.2%
QLC vs VT
+267.4%
+71.8%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +0.4% | +0.4% | -0.1% | -0.1% |
| 30D | +0.1% | +1.0% | -0.8% | -0.8% |
| 3M | +3.1% | +2.4% | +0.7% | +0.8% |
| 6M | +14.2% | +12.0% | +2.2% | +2.4% |
| YTD | +15.6% | +15.3% | +0.3% | +0.9% |
| 1Y | +24.7% | +22.6% | +2.1% | +2.7% |
| 3Y | +92.2% | +74.7% | +17.5% | +13.9% |
| 5Y | +97.1% | +66.1% | +31.0% | +22.3% |
| 10Y | +300.4% | +225.0% | +75.4% | +52.8% |
| All | +339.2% | +267.4% | +71.8% | +62.1% |
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