+1,450.1%
QLD vs VCLT
+20.7%
+1,429.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -0.1% |
| 7D | -3.8% | +0.2% | -4.0% | -4.0% |
| 30D | -20.5% | +2.3% | -22.8% | -22.4% |
| 3M | -14.6% | -1.1% | -13.6% | -13.8% |
| 6M | -14.7% | -4.2% | -10.5% | -10.8% |
| YTD | +11.2% | -3.4% | +14.6% | +15.6% |
| 1Y | +7.1% | -3.8% | +10.9% | +11.9% |
| 3Y | +141.1% | +14.7% | +126.4% | +112.0% |
| 5Y | +84.3% | -16.7% | +101.0% | +112.0% |
| 10Y | +1,450.1% | +20.5% | +1,429.6% | +1,435.2% |
| All | +1,450.1% | +20.7% | +1,429.4% | +1,435.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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