+1,631.1%
QLD vs VCIT
+29.2%
+1,601.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.4% |
| 7D | +0.6% | -0.3% | +0.9% | +1.3% |
| 30D | -0.1% | -0.8% | +0.6% | +1.4% |
| 3M | -8.4% | -1.0% | -7.4% | -6.2% |
| 6M | +32.2% | -1.8% | +34.0% | +38.1% |
| YTD | +28.9% | -0.7% | +29.6% | +31.7% |
| 1Y | +43.8% | +1.0% | +42.9% | +42.4% |
| 3Y | +176.6% | +18.8% | +157.7% | +101.2% |
| 5Y | +121.6% | +3.5% | +118.1% | +101.3% |
| All | +1,631.1% | +29.2% | +1,601.9% | +1,454.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 10y: compounded portfolio wealth divided by compounded VCIT 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…
10y analysis · Full analysis span regression · 6 months rolling