+133.5%
QLD vs VCIT
+19.8%
+113.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | +0.2% | -13.0% | -13.2% |
| 7D | -18.6% | +0.5% | -19.0% | -19.3% |
| 30D | -28.3% | +2.1% | -30.4% | -31.5% |
| 3M | -20.4% | -1.6% | -18.8% | -17.6% |
| 6M | -14.3% | -1.6% | -12.7% | -10.9% |
| YTD | +2.8% | -1.5% | +4.3% | +6.8% |
| 1Y | -1.2% | -0.4% | -0.8% | +0.8% |
| All | +133.5% | +19.8% | +113.7% | +70.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling