+288.1%
QLC price history and return analytics
+222.7%
+65.4%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | 0.0% |
| 7D | -0.5% | -0.1% | -0.3% | -0.3% |
| 30D | -1.4% | -0.7% | -0.8% | -0.8% |
| 3M | +4.4% | +4.0% | +0.4% | +0.4% |
| 6M | +14.1% | +12.3% | +1.8% | +1.4% |
| YTD | +14.1% | +14.0% | +0.1% | -0.1% |
| 1Y | +22.6% | +20.3% | +2.3% | +1.7% |
| 3Y | +91.9% | +75.4% | +16.5% | +9.6% |
| 5Y | +96.8% | +66.0% | +30.8% | +18.7% |
| 10Y | +288.1% | +228.2% | +59.9% | +37.4% |
| All | +288.1% | +222.7% | +65.4% | +37.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling