+85.5%
QGEN vs VT
+224.4%
-138.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.6% | -1.0% |
| 7D | -1.0% | -0.7% | -0.3% | -0.8% |
| 30D | +11.0% | -1.7% | +12.8% | +12.0% |
| 3M | +17.9% | -2.3% | +20.2% | +19.4% |
| 6M | +55.5% | +1.5% | +54.0% | +53.9% |
| YTD | +12.9% | +12.0% | +0.8% | +5.7% |
| 1Y | +14.8% | +12.9% | +1.9% | +7.0% |
| 3Y | +34.0% | +74.9% | -41.0% | -1.8% |
| 5Y | -4.9% | +59.9% | -64.8% | -28.0% |
| 10Y | +85.5% | +224.6% | -139.1% | -10.7% |
| All | +85.5% | +224.4% | -138.8% | -10.7% |
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