+94.6%
QABA vs VT
+223.7%
-129.1%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.6% | -0.9% | -1.0% |
| 7D | 0.0% | +0.4% | -0.4% | -0.5% |
| 30D | +6.5% | -2.6% | +9.1% | +9.3% |
| 3M | -0.9% | -3.2% | +2.3% | +2.2% |
| 6M | +10.3% | +0.9% | +9.4% | +8.3% |
| YTD | +22.1% | +11.3% | +10.7% | +7.5% |
| 1Y | +28.0% | +14.0% | +14.0% | +9.8% |
| 3Y | +84.1% | +75.8% | +8.3% | -0.8% |
| 5Y | +26.0% | +57.8% | -31.9% | -23.7% |
| 10Y | +94.6% | +219.8% | -125.2% | -44.9% |
| All | +94.6% | +223.7% | -129.1% | -44.9% |
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 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