+67.2%
QLD vs VCLT
-16.9%
+84.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.1% | +2.6% | +2.6% |
| 7D | -10.3% | +0.3% | -10.5% | -10.5% |
| 30D | -26.1% | +3.7% | -29.7% | -29.4% |
| 3M | -17.8% | -1.0% | -16.8% | -16.9% |
| 6M | -15.6% | -3.4% | -12.2% | -11.8% |
| YTD | +5.4% | -2.6% | +8.0% | +9.3% |
| 1Y | +5.2% | -3.3% | +8.5% | +10.2% |
| 3Y | +139.4% | +17.3% | +122.1% | +96.4% |
| All | +67.2% | -16.9% | +84.1% | +75.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling