+82.2%
QGEN vs VT
+217.6%
-135.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.2% |
| 7D | +0.3% | -0.1% | +0.4% | +0.2% |
| 30D | +11.3% | -3.1% | +14.4% | +13.1% |
| 3M | +15.2% | -3.5% | +18.7% | +17.4% |
| 6M | +54.3% | +0.5% | +53.8% | +53.5% |
| YTD | +13.3% | +10.8% | +2.6% | +6.8% |
| 1Y | +18.1% | +11.9% | +6.2% | +10.5% |
| 3Y | +34.5% | +73.0% | -38.5% | -0.8% |
| 5Y | -3.9% | +58.6% | -62.5% | -26.9% |
| 10Y | +82.2% | +219.2% | -136.9% | -12.8% |
| All | +82.2% | +217.6% | -135.4% | -12.8% |
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