-99.9%
QXL vs VT
+348.4%
-448.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | 0.0% | -3.1% | -3.1% |
| 7D | -6.4% | +0.4% | -6.8% | -6.5% |
| 30D | -2.0% | +1.0% | -2.9% | -2.2% |
| 3M | -0.3% | +2.4% | -2.7% | -0.8% |
| 6M | +164.8% | +12.0% | +152.8% | +156.3% |
| YTD | +192.5% | +15.3% | +177.1% | +181.0% |
| 1Y | +59.1% | +22.6% | +36.5% | +49.9% |
| 3Y | +86.5% | +74.7% | +11.8% | +56.3% |
| 5Y | +14.2% | +66.1% | -52.0% | -20.8% |
| 10Y | -99.1% | +225.0% | -324.1% | -99.1% |
| All | -99.9% | +348.4% | -448.3% | -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