+105.7%
QCRH vs VT
+72.7%
+33.0%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.4% | +1.3% |
| 7D | -0.9% | -2.0% | +1.1% | +0.9% |
| 30D | -2.3% | -1.4% | -0.9% | -1.1% |
| 3M | +6.9% | +4.7% | +2.2% | +2.1% |
| 6M | +21.3% | +11.4% | +9.9% | +8.8% |
| YTD | +22.6% | +13.1% | +9.6% | +8.2% |
| 1Y | +31.8% | +19.0% | +12.8% | +10.2% |
| All | +105.7% | +72.7% | +33.0% | +11.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling