-100.0%
BQ vs VT
+111.8%
-211.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -4.1% | -1.2% | -0.5% |
| 7D | -9.5% | -4.2% | -5.3% | -4.8% |
| 30D | -40.6% | -5.8% | -34.8% | -36.3% |
| 3M | -45.6% | -5.2% | -40.3% | -42.0% |
| 6M | -43.6% | +0.1% | -43.8% | -43.9% |
| YTD | -77.9% | +8.2% | -86.2% | -80.0% |
| 1Y | -85.1% | +10.1% | -95.2% | -86.7% |
| 3Y | -98.5% | +69.7% | -168.1% | -99.2% |
| 5Y | -99.9% | +53.4% | -153.3% | -99.9% |
| All | -100.0% | +111.8% | -211.8% | -100.0% |
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