+192.1%
QSR vs VCLT
+30.8%
+161.3%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.5% |
| 7D | -2.4% | 0.0% | -2.4% | -2.4% |
| 30D | +5.7% | +0.1% | +5.6% | +5.6% |
| 3M | +6.9% | -2.9% | +9.8% | +8.6% |
| 6M | +6.9% | -4.0% | +10.8% | +9.1% |
| YTD | +14.9% | -2.2% | +17.2% | +16.1% |
| 1Y | +29.1% | -2.6% | +31.7% | +30.7% |
| 3Y | +26.1% | +12.3% | +13.8% | +17.9% |
| 5Y | +42.3% | -16.4% | +58.7% | +57.0% |
| 10Y | +134.0% | +18.1% | +115.9% | +130.1% |
| All | +192.1% | +30.8% | +161.3% | +200.8% |
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