-99.1%
QXL vs VT
+222.7%
-321.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.6% | +3.6% | +3.2% |
| 7D | -7.2% | -0.1% | -7.0% | -7.2% |
| 30D | -1.3% | -0.7% | -0.6% | -1.0% |
| 3M | +6.1% | +4.0% | +2.1% | +4.9% |
| 6M | +162.8% | +12.3% | +150.5% | +152.3% |
| YTD | +195.4% | +14.0% | +181.4% | +182.3% |
| 1Y | +78.0% | +20.3% | +57.7% | +66.6% |
| 3Y | -5.8% | +75.4% | -81.3% | -24.7% |
| 5Y | +12.4% | +66.0% | -53.5% | -30.0% |
| 10Y | -99.1% | +228.2% | -327.3% | -99.1% |
| All | -99.1% | +222.7% | -321.8% | -99.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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