+71.3%
QDPL vs VT
+61.8%
+9.4%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | 0.0% | +0.1% |
| 7D | -2.5% | -2.3% | -0.2% | -0.5% |
| 30D | -5.1% | -5.0% | -0.2% | -0.8% |
| 3M | -4.0% | -4.9% | +0.9% | +0.2% |
| 6M | +0.6% | -1.5% | +2.2% | +1.9% |
| YTD | +7.8% | +8.5% | -0.7% | +0.2% |
| 1Y | +10.2% | +11.4% | -1.2% | 0.0% |
| 3Y | +67.7% | +70.1% | -2.4% | +6.0% |
| 5Y | +61.6% | +53.7% | +7.9% | +10.5% |
| All | +71.3% | +61.8% | +9.4% | +12.3% |
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 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