-100.0%
QH vs VT
+123.3%
-223.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.3% |
| 7D | -9.1% | -2.3% | -6.8% | -6.5% |
| 30D | -22.9% | -5.0% | -17.9% | -17.8% |
| 3M | -40.4% | -4.9% | -35.5% | -36.8% |
| 6M | -9.7% | -1.5% | -8.2% | -5.1% |
| YTD | +150.0% | +8.5% | +141.5% | +141.6% |
| 1Y | +196.7% | +11.4% | +185.3% | +178.8% |
| 3Y | -97.8% | +70.1% | -167.9% | -98.6% |
| 5Y | -100.0% | +53.7% | -153.7% | -100.0% |
| All | -100.0% | +123.3% | -223.3% | -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