-39.8%
QBY vs VT
+17.0%
-56.8%
-43.4%
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 | -1.7% | +0.4% | -2.2% | -2.1% |
| 30D | -7.9% | +1.0% | -8.9% | -8.8% |
| 3M | -16.8% | +2.4% | -19.2% | -18.6% |
| 6M | -17.9% | +12.0% | -29.9% | -26.2% |
| YTD | -38.2% | +15.3% | -53.5% | -46.8% |
| All | -39.8% | +17.0% | -56.8% | -49.3% |
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