+132.7%
QEFA vs VT
+228.0%
-95.3%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.2% |
| 7D | +1.1% | -0.1% | +1.3% | +1.2% |
| 30D | +3.4% | -3.1% | +6.5% | +5.9% |
| 3M | -0.3% | -3.5% | +3.2% | +2.3% |
| 6M | +5.2% | +0.5% | +4.8% | +4.5% |
| YTD | +13.2% | +10.8% | +2.4% | +4.2% |
| 1Y | +16.5% | +11.9% | +4.6% | +6.4% |
| 3Y | +64.3% | +73.0% | -8.6% | +6.4% |
| 5Y | +51.1% | +58.6% | -7.5% | +4.1% |
| 10Y | +149.7% | +219.2% | -69.5% | +7.5% |
| All | +132.7% | +228.0% | -95.3% | -0.5% |
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 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