-53.4%
QFIN vs VT
+169.0%
-222.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.6% | -2.1% | -2.8% |
| 7D | +4.9% | +0.4% | +4.5% | +4.1% |
| 30D | -9.5% | -2.6% | -6.9% | -6.6% |
| 3M | -55.3% | -3.2% | -52.1% | -53.4% |
| 6M | -55.0% | +0.9% | -55.9% | -55.8% |
| YTD | -67.5% | +11.3% | -78.8% | -71.8% |
| 1Y | -71.9% | +14.0% | -85.9% | -76.4% |
| 3Y | -54.1% | +75.8% | -129.9% | -78.3% |
| 5Y | -66.1% | +57.8% | -123.9% | -81.0% |
| All | -53.4% | +169.0% | -222.5% | -83.7% |
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