-0.1%
QBER vs VT
+43.9%
-44.0%
-5.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | -0.1% |
| 7D | -0.9% | +2.9% | -3.8% | -0.2% |
| 30D | +0.1% | -2.5% | +2.6% | -0.4% |
| 3M | -0.1% | -3.3% | +3.3% | -0.8% |
| 6M | +0.2% | +1.5% | -1.3% | +0.8% |
| YTD | -0.6% | +11.4% | -12.0% | +2.5% |
| 1Y | +0.1% | +11.9% | -11.8% | +3.3% |
| All | -0.1% | +43.9% | -44.0% | +14.6% |
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