-99.9%
QXL vs VT
+321.7%
-421.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.2% | +4.6% | +4.8% |
| 7D | +0.5% | -2.3% | +2.9% | +1.4% |
| 30D | -8.2% | -5.0% | -3.3% | -6.7% |
| 3M | -21.7% | -4.9% | -16.8% | -20.4% |
| 6M | +15.3% | -1.5% | +16.9% | +16.2% |
| YTD | +141.2% | +8.5% | +132.7% | +136.2% |
| 1Y | +89.2% | +11.4% | +77.9% | +83.9% |
| 3Y | +80.5% | +70.1% | +10.5% | +53.3% |
| 5Y | -27.1% | +53.7% | -80.8% | -48.7% |
| 10Y | -99.4% | +220.0% | -319.3% | -99.4% |
| All | -99.9% | +321.7% | -421.6% | -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