+12.4%
QAT vs VT
+228.5%
-216.1%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.1% | +4.1% | +1.7% |
| 7D | +7.7% | -4.2% | +11.9% | +9.7% |
| 30D | +7.1% | -5.8% | +12.9% | +9.9% |
| 3M | -2.2% | -5.2% | +3.1% | +0.1% |
| 6M | -4.2% | +0.1% | -4.3% | -4.4% |
| YTD | -3.9% | +8.2% | -12.2% | -7.4% |
| 1Y | -5.8% | +10.1% | -15.9% | -9.9% |
| 3Y | +17.8% | +69.7% | -51.9% | -7.3% |
| 5Y | +2.6% | +53.4% | -50.8% | -16.3% |
| 10Y | +40.2% | +219.2% | -179.0% | -23.9% |
| All | +12.4% | +228.5% | -216.1% | -43.2% |
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