-67.9%
AQST vs VT
+150.5%
-218.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.5% | -0.3% |
| 7D | -4.3% | -0.1% | -4.1% | -4.1% |
| 30D | +20.0% | -0.7% | +20.7% | +21.1% |
| 3M | +29.1% | +4.0% | +25.1% | +21.6% |
| 6M | +20.0% | +12.3% | +7.8% | +1.8% |
| YTD | -20.3% | +14.0% | -34.3% | -34.2% |
| 1Y | +3.4% | +20.3% | -16.9% | -20.8% |
| 3Y | +243.3% | +75.4% | +167.9% | +61.5% |
| 5Y | +14.4% | +66.0% | -51.5% | -41.0% |
| All | -67.9% | +150.5% | -218.4% | -90.1% |
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