+47.4%
QLYS vs VT
+66.2%
-18.8%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -8.2% | +0.4% | -8.7% | -8.7% |
| 30D | -6.3% | +1.0% | -7.3% | -7.3% |
| 3M | +53.9% | +2.4% | +51.5% | +49.9% |
| 6M | +75.0% | +12.0% | +63.0% | +52.8% |
| YTD | +29.2% | +15.3% | +13.8% | +8.1% |
| 1Y | +27.8% | +22.6% | +5.2% | -0.8% |
| 3Y | +10.0% | +74.7% | -64.6% | -45.6% |
| All | +47.4% | +66.2% | -18.8% | -18.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling