+1,387.1%
QLYS vs VT
+336.9%
+1,050.2%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | -7.6% | -1.6% | -6.0% | -6.0% |
| 30D | +9.1% | -2.5% | +11.6% | +12.1% |
| 3M | +35.9% | -1.3% | +37.2% | +37.6% |
| 6M | +137.9% | +3.1% | +134.8% | +129.1% |
| YTD | +58.4% | +10.9% | +47.5% | +39.3% |
| 1Y | +68.3% | +12.1% | +56.2% | +46.4% |
| 3Y | +23.9% | +73.9% | -50.0% | -33.2% |
| 5Y | +68.2% | +58.0% | +10.2% | +2.0% |
| 10Y | +484.1% | +225.5% | +258.6% | +53.7% |
| All | +1,387.1% | +336.9% | +1,050.2% | +182.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling