+558.6%
QQQ vs VCLT
+17.1%
+541.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.8% | +0.9% |
| 7D | -0.6% | -1.4% | +0.8% | +0.1% |
| 30D | -1.2% | -1.2% | 0.0% | -0.7% |
| 3M | -0.2% | -4.8% | +4.6% | +2.2% |
| 6M | +17.9% | -2.6% | +20.5% | +19.5% |
| YTD | +16.6% | -3.3% | +20.0% | +18.7% |
| 1Y | +23.0% | -4.8% | +27.8% | +26.0% |
| 3Y | +92.9% | +11.5% | +81.4% | +82.8% |
| 5Y | +95.6% | -17.0% | +112.6% | +106.6% |
| All | +558.6% | +17.1% | +541.5% | +540.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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