+23.7%
QLYS vs VT
+76.6%
-52.8%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.6% | -1.2% |
| 7D | -5.7% | -0.3% | -5.3% | -5.4% |
| 30D | +6.1% | -1.4% | +7.6% | +7.4% |
| 3M | +30.9% | -1.4% | +32.3% | +32.3% |
| 6M | +128.0% | +5.5% | +122.5% | +117.5% |
| YTD | +58.7% | +12.8% | +45.9% | +40.9% |
| 1Y | +74.0% | +15.4% | +58.6% | +50.8% |
| All | +23.7% | +76.6% | -52.8% | -32.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling