-100.0%
QH vs VT
+128.6%
-228.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.3% | +5.3% | +5.4% |
| 7D | +12.8% | +2.4% | +10.4% | +9.5% |
| 30D | -12.1% | -1.5% | -10.6% | -10.4% |
| 3M | -28.7% | -4.1% | -24.6% | -25.0% |
| 6M | +8.8% | +0.6% | +8.2% | +11.1% |
| YTD | +181.9% | +11.0% | +170.9% | +164.6% |
| 1Y | +134.2% | +13.3% | +120.9% | +115.2% |
| 3Y | -97.2% | +73.4% | -170.6% | -98.3% |
| 5Y | -100.0% | +57.4% | -157.4% | -100.0% |
| All | -100.0% | +128.6% | -228.6% | -100.0% |
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