+373.1%
QLYS vs VT
+224.5%
+148.7%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -8.2% | +0.4% | -8.7% | -8.6% |
| 30D | -6.3% | +1.0% | -7.3% | -7.2% |
| 3M | +53.9% | +2.4% | +51.5% | +50.3% |
| 6M | +75.0% | +12.0% | +63.0% | +55.0% |
| YTD | +29.2% | +15.3% | +13.8% | +10.4% |
| 1Y | +27.8% | +22.6% | +5.2% | +2.6% |
| 3Y | +10.0% | +74.7% | -64.6% | -38.4% |
| 5Y | +43.4% | +66.1% | -22.7% | -14.8% |
| All | +373.1% | +224.5% | +148.7% | +42.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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