+61.5%
QEFA vs VT
+76.6%
-15.1%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.5% |
| 7D | +0.5% | +1.0% | -0.5% | -0.3% |
| 30D | -0.6% | -0.2% | -0.4% | -0.4% |
| 3M | +6.6% | +4.5% | +2.1% | +2.9% |
| 6M | +9.2% | +14.1% | -4.9% | -1.5% |
| YTD | +13.1% | +14.8% | -1.6% | +1.6% |
| 1Y | +18.5% | +21.2% | -2.7% | +2.1% |
| 3Y | +61.5% | +76.6% | -15.0% | +1.5% |
| All | +61.5% | +76.6% | -15.1% | +1.5% |
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