-23.0%
QXL vs VT
+53.4%
-76.4%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.2% | +4.6% | +4.4% |
| 7D | +0.5% | -2.3% | +2.9% | +5.4% |
| 30D | -8.2% | -5.0% | -3.3% | +1.2% |
| 3M | -21.7% | -4.9% | -16.8% | -13.9% |
| 6M | +15.3% | -1.5% | +16.9% | +18.6% |
| YTD | +141.2% | +8.5% | +132.7% | +97.7% |
| 1Y | +89.2% | +11.4% | +77.9% | +45.7% |
| 3Y | +80.5% | +70.1% | +10.5% | -68.4% |
| All | -23.0% | +53.4% | -76.4% | -86.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling