+43.4%
QAT vs VT
+223.7%
-180.3%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.6% | -0.7% | +0.8% |
| 7D | +5.6% | +0.4% | +5.2% | +5.4% |
| 30D | +12.1% | -2.6% | +14.7% | +13.3% |
| 3M | +0.8% | -3.2% | +4.1% | +2.1% |
| 6M | -3.3% | +0.9% | -4.2% | -3.8% |
| YTD | -1.4% | +11.3% | -12.7% | -5.9% |
| 1Y | -3.3% | +14.0% | -17.3% | -8.6% |
| 3Y | +19.8% | +75.8% | -56.0% | -5.6% |
| 5Y | +5.0% | +57.8% | -52.8% | -14.2% |
| 10Y | +43.4% | +219.8% | -176.4% | -17.1% |
| All | +43.4% | +223.7% | -180.3% | -17.1% |
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