-43.5%
QS vs VCLT
-13.1%
-30.4%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.1% |
| 7D | +2.2% | +0.3% | +1.9% | +1.8% |
| 30D | -8.1% | -0.6% | -7.5% | -7.4% |
| 3M | -27.0% | -2.2% | -24.8% | -24.5% |
| 6M | -16.4% | -2.9% | -13.6% | -12.2% |
| YTD | -46.4% | -2.1% | -44.3% | -44.3% |
| 1Y | -41.1% | -2.6% | -38.5% | -38.5% |
| 3Y | -18.6% | +12.5% | -31.1% | -28.7% |
| 5Y | -73.0% | -15.3% | -57.8% | -70.9% |
| All | -43.5% | -13.1% | -30.4% | -35.5% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling