+10,659.8%
QLD vs VCIT
+98.3%
+10,561.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +0.6% | -0.3% | +0.9% | +1.0% |
| 30D | -0.1% | -0.8% | +0.6% | +0.8% |
| 3M | -8.4% | -1.0% | -7.4% | -7.1% |
| 6M | +32.2% | -1.8% | +34.0% | +35.5% |
| YTD | +28.9% | -0.7% | +29.6% | +30.5% |
| 1Y | +43.8% | +1.0% | +42.9% | +43.2% |
| 3Y | +176.6% | +18.8% | +157.7% | +134.3% |
| 5Y | +121.6% | +3.5% | +118.1% | +98.1% |
| 10Y | +1,652.9% | +29.2% | +1,623.7% | +1,581.1% |
| All | +10,659.8% | +98.3% | +10,561.5% | +20,688.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling