+41.6%
QXL vs VT
+74.0%
-32.4%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.3% | -3.9% | -3.9% |
| 7D | -21.5% | +2.4% | -23.9% | -23.0% |
| 30D | -25.8% | -1.5% | -24.3% | -24.9% |
| 3M | -39.3% | -4.1% | -35.2% | -37.5% |
| 6M | -14.1% | +0.6% | -14.6% | -13.9% |
| YTD | +89.2% | +11.0% | +78.2% | +77.1% |
| 1Y | +42.6% | +13.3% | +29.3% | +31.4% |
| 3Y | +41.6% | +73.4% | -31.8% | -53.8% |
| All | +41.6% | +74.0% | -32.4% | -53.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling