-44.8%
QBY vs VT
+12.9%
-57.7%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.6% | -1.2% | -0.8% |
| 7D | +2.0% | +0.4% | +1.6% | +1.4% |
| 30D | -4.3% | -2.6% | -1.8% | -2.1% |
| 3M | -15.2% | -3.2% | -12.0% | -12.7% |
| 6M | -23.2% | +0.9% | -24.2% | -24.3% |
| YTD | -43.2% | +11.3% | -54.5% | -49.6% |
| All | -44.8% | +12.9% | -57.7% | -51.9% |
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