-44.6%
QS vs VCLT
-13.1%
-31.5%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.4% | +0.4% |
| 7D | -2.3% | -0.5% | -1.8% | -1.6% |
| 30D | -0.7% | -0.9% | +0.1% | +0.4% |
| 3M | -39.6% | -3.2% | -36.4% | -36.6% |
| 6M | -21.7% | -3.8% | -17.9% | -16.7% |
| YTD | -47.4% | -2.0% | -45.4% | -45.4% |
| 1Y | -28.4% | -0.8% | -27.6% | -26.8% |
| 3Y | -22.6% | +12.3% | -34.9% | -32.1% |
| 5Y | -75.6% | -15.4% | -60.2% | -73.6% |
| All | -44.6% | -13.1% | -31.5% | -36.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling