+86.7%
QLD vs VCIT
+3.8%
+82.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.3% | +0.5% |
| 7D | -9.4% | +0.4% | -9.8% | -10.3% |
| 30D | -17.1% | +2.2% | -19.2% | -21.2% |
| 3M | -10.4% | -1.8% | -8.6% | -6.6% |
| 6M | +0.7% | -1.6% | +2.4% | +5.1% |
| YTD | +17.7% | -1.7% | +19.5% | +23.4% |
| 1Y | +14.7% | -0.8% | +15.5% | +17.9% |
| 3Y | +169.6% | +19.3% | +150.3% | +81.2% |
| 5Y | +86.7% | +3.5% | +83.1% | +49.3% |
| All | +86.7% | +3.8% | +82.9% | +49.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling