+373.4%
QABA vs VT
+556.4%
-183.0%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.8% | +0.8% |
| 7D | +1.5% | +0.4% | +1.1% | +1.1% |
| 30D | -1.9% | +1.0% | -2.9% | -2.9% |
| 3M | +10.0% | +2.4% | +7.6% | +6.9% |
| 6M | +16.2% | +12.0% | +4.2% | +3.1% |
| YTD | +22.5% | +15.3% | +7.1% | +5.4% |
| 1Y | +19.3% | +22.6% | -3.3% | -3.4% |
| 3Y | +71.7% | +74.7% | -3.0% | -1.8% |
| 5Y | +42.3% | +66.1% | -23.9% | -14.9% |
| 10Y | +104.7% | +225.0% | -120.3% | -34.7% |
| All | +373.4% | +556.4% | -183.0% | -21.4% |
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 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