-99.9%
QXL vs VT
+330.6%
-430.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -1.9% |
| 7D | -17.0% | -0.1% | -16.9% | -17.0% |
| 30D | -15.8% | -3.1% | -12.7% | -15.0% |
| 3M | -27.7% | -3.5% | -24.2% | -26.9% |
| 6M | +0.9% | +0.5% | +0.5% | +1.0% |
| YTD | +116.3% | +10.8% | +105.6% | +110.3% |
| 1Y | +59.9% | +11.9% | +48.0% | +55.0% |
| 3Y | +61.9% | +73.0% | -11.0% | +36.7% |
| 5Y | -26.1% | +58.6% | -84.7% | -48.1% |
| 10Y | -99.4% | +219.2% | -318.6% | -99.4% |
| All | -99.9% | +330.6% | -430.6% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling