+107.4%
QCRH vs VT
+65.7%
+41.7%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | -0.1% |
| 7D | -0.1% | -1.1% | +1.0% | +0.8% |
| 30D | -3.0% | -1.0% | -2.0% | -2.2% |
| 3M | +6.5% | +3.2% | +3.4% | +3.5% |
| 6M | +24.1% | +12.5% | +11.6% | +11.3% |
| YTD | +23.4% | +14.1% | +9.4% | +9.2% |
| 1Y | +31.8% | +18.9% | +12.9% | +12.3% |
| 3Y | +107.0% | +74.1% | +32.9% | +27.2% |
| All | +107.4% | +65.7% | +41.7% | +31.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling