-47.7%
QS vs VCLT
-14.3%
-33.4%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | +0.8% |
| 7D | -5.0% | -1.3% | -3.7% | -3.3% |
| 30D | -18.3% | -1.1% | -17.2% | -17.0% |
| 3M | -26.0% | -3.7% | -22.3% | -21.9% |
| 6M | -24.0% | -4.0% | -20.0% | -18.9% |
| YTD | -50.3% | -3.4% | -46.9% | -47.4% |
| 1Y | -38.0% | -4.1% | -33.8% | -33.9% |
| 3Y | -24.6% | +11.0% | -35.6% | -32.7% |
| 5Y | -75.4% | -17.0% | -58.4% | -72.8% |
| All | -47.7% | -14.3% | -33.4% | -39.1% |
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