+10.9%
QAT vs VT
+250.1%
-239.2%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -0.9% | +0.4% | -1.4% | -1.1% |
| 30D | -3.5% | +1.0% | -4.5% | -3.9% |
| 3M | -5.4% | +2.4% | -7.8% | -6.4% |
| 6M | -5.6% | +12.0% | -17.6% | -10.3% |
| YTD | -5.3% | +15.3% | -20.6% | -11.1% |
| 1Y | -8.4% | +22.6% | -31.0% | -16.4% |
| 3Y | +9.5% | +74.7% | -65.1% | -14.8% |
| 5Y | +8.4% | +66.1% | -57.7% | -14.6% |
| 10Y | +27.4% | +225.0% | -197.6% | -31.0% |
| All | +10.9% | +250.1% | -239.2% | -45.5% |
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