+53.9%
QLYS vs VT
+60.6%
-6.7%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.6% | -1.7% |
| 7D | -5.7% | -0.3% | -5.3% | -5.4% |
| 30D | +6.1% | -1.4% | +7.6% | +7.9% |
| 3M | +30.9% | -1.4% | +32.3% | +32.6% |
| 6M | +128.0% | +5.5% | +122.5% | +113.9% |
| YTD | +58.7% | +12.8% | +45.9% | +35.9% |
| 1Y | +74.0% | +15.4% | +58.6% | +45.0% |
| 3Y | +24.1% | +76.9% | -52.8% | -40.0% |
| 5Y | +53.9% | +60.4% | -6.5% | -10.3% |
| All | +53.9% | +60.6% | -6.7% | -10.3% |
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