+8,696.1%
QLD vs VCLT
+102.2%
+8,593.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.1% | +2.6% | +2.6% |
| 7D | -10.3% | +0.3% | -10.5% | -10.4% |
| 30D | -26.1% | +3.7% | -29.7% | -27.4% |
| 3M | -17.8% | -1.0% | -16.8% | -17.4% |
| 6M | -15.6% | -3.4% | -12.2% | -14.1% |
| YTD | +5.4% | -2.6% | +8.0% | +7.0% |
| 1Y | +5.2% | -3.3% | +8.5% | +7.2% |
| 3Y | +139.4% | +17.3% | +122.1% | +126.0% |
| 5Y | +66.7% | -17.0% | +83.7% | +66.4% |
| 10Y | +1,422.1% | +18.1% | +1,403.9% | +1,587.0% |
| All | +8,696.1% | +102.2% | +8,593.9% | +17,616.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling