-100.0%
QH vs VT
+137.5%
-237.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | 0.0% | +2.3% | +2.3% |
| 7D | -8.6% | +0.4% | -9.1% | -9.2% |
| 30D | -12.3% | +1.0% | -13.3% | -13.5% |
| 3M | +4.9% | +2.4% | +2.6% | +4.4% |
| 6M | +3,890.1% | +12.0% | +3,878.1% | +3,478.7% |
| YTD | +273.1% | +15.3% | +257.8% | +234.7% |
| 1Y | -19.2% | +22.6% | -41.8% | -30.6% |
| 3Y | -97.4% | +74.7% | -172.1% | -98.4% |
| 5Y | -100.0% | +66.1% | -166.1% | -100.0% |
| All | -100.0% | +137.5% | -237.5% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling