+1,450.1%
QLD vs VCIT
+30.3%
+1,419.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | +0.1% |
| 7D | -3.8% | +0.1% | -3.9% | -4.0% |
| 30D | -20.5% | +1.1% | -21.7% | -22.5% |
| 3M | -14.6% | -1.4% | -13.3% | -12.5% |
| 6M | -14.7% | -2.3% | -12.3% | -10.4% |
| YTD | +11.2% | -1.8% | +13.0% | +15.9% |
| 1Y | +7.1% | -1.0% | +8.1% | +10.0% |
| 3Y | +141.1% | +19.3% | +121.8% | +73.9% |
| 5Y | +84.3% | +3.8% | +80.5% | +67.0% |
| 10Y | +1,450.1% | +30.6% | +1,419.5% | +1,305.9% |
| All | +1,450.1% | +30.3% | +1,419.8% | +1,305.9% |
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