+100.6%
QABA vs VT
+215.5%
-114.9%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.3% |
| 7D | +0.7% | -2.3% | +3.0% | +3.1% |
| 30D | +4.7% | -5.0% | +9.7% | +10.2% |
| 3M | -3.0% | -4.9% | +1.9% | +1.8% |
| 6M | +8.1% | -1.5% | +9.6% | +8.8% |
| YTD | +20.1% | +8.5% | +11.6% | +8.6% |
| 1Y | +27.2% | +11.4% | +15.8% | +11.8% |
| 3Y | +74.2% | +70.1% | +4.1% | -2.8% |
| 5Y | +24.0% | +53.7% | -29.7% | -22.8% |
| All | +100.6% | +215.5% | -114.9% | -41.4% |
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