-71.3%
QS vs VCLT
-3.2%
-68.1%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +1.0% | +6.5% | +4.9% |
| 7D | +4.5% | +0.4% | +4.1% | +3.5% |
| 30D | -4.1% | +3.9% | -8.1% | -12.4% |
| 3M | -22.1% | -1.9% | -20.2% | -18.1% |
| 6M | -38.4% | -2.6% | -35.8% | -32.9% |
| YTD | -57.5% | -3.1% | -54.4% | -54.5% |
| 1Y | -71.3% | -3.6% | -67.7% | -69.2% |
| All | -71.3% | -3.2% | -68.1% | -69.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling