+177.1%
QGRW vs VT
+94.4%
+82.6%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.3% | -0.1% |
| 7D | -1.3% | -0.7% | -0.6% | -0.3% |
| 30D | -7.6% | -1.7% | -5.9% | -5.3% |
| 3M | -4.9% | -2.3% | -2.6% | -1.8% |
| 6M | -0.4% | +1.5% | -1.9% | -2.1% |
| YTD | +10.4% | +12.0% | -1.6% | -4.8% |
| 1Y | +9.0% | +12.9% | -3.8% | -6.9% |
| 3Y | +92.5% | +74.9% | +17.5% | -5.6% |
| All | +177.1% | +94.4% | +82.6% | +18.8% |
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