-23.8%
QS vs VCLT
+11.4%
-35.2%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | -3.6% | -1.4% | -2.3% | -1.6% |
| 30D | -17.2% | -1.2% | -16.1% | -15.7% |
| 3M | -27.0% | -4.8% | -22.2% | -21.0% |
| 6M | -24.6% | -2.6% | -22.0% | -20.3% |
| YTD | -49.3% | -3.3% | -46.0% | -46.1% |
| 1Y | -40.3% | -4.8% | -35.5% | -35.3% |
| 3Y | -23.8% | +11.5% | -35.3% | -32.1% |
| All | -23.8% | +11.4% | -35.2% | -32.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling