-91.3%
QBTZ vs VT
+13.4%
-104.7%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | +2.6% | -17.0% | +5.5% |
| 7D | -35.9% | +0.4% | -36.2% | -30.5% |
| 30D | +16.3% | -2.6% | +18.9% | +4.6% |
| 3M | +66.5% | -3.2% | +69.7% | +46.9% |
| 6M | -58.7% | +0.9% | -59.6% | -33.2% |
| YTD | -82.7% | +11.3% | -94.0% | -17.2% |
| 1Y | -88.9% | +14.0% | -102.9% | -26.1% |
| All | -91.3% | +13.4% | -104.7% | -33.8% |
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