+45.8%
QAI vs VT
+231.8%
-186.0%
-14.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | +0.1% |
| 7D | -0.3% | -0.3% | 0.0% | -0.2% |
| 30D | -1.6% | -1.4% | -0.2% | -1.1% |
| 3M | -2.2% | -1.4% | -0.8% | -1.8% |
| 6M | +0.1% | +5.5% | -5.3% | -1.6% |
| YTD | +6.6% | +12.8% | -6.3% | +2.5% |
| 1Y | +7.7% | +15.4% | -7.7% | +2.8% |
| 3Y | +28.1% | +76.9% | -48.8% | +7.1% |
| 5Y | +22.4% | +60.4% | -38.0% | +4.4% |
| 10Y | +45.8% | +232.8% | -187.0% | +0.4% |
| All | +45.8% | +231.8% | -186.0% | +0.4% |
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