-100.0%
QH vs VT
+122.8%
-222.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -4.1% | -0.5% | +0.4% |
| 7D | -10.0% | -4.2% | -5.8% | -5.3% |
| 30D | -20.6% | -5.8% | -14.8% | -14.5% |
| 3M | -41.2% | -5.2% | -36.0% | -37.4% |
| 6M | -9.7% | +0.1% | -9.8% | -6.5% |
| YTD | +150.0% | +8.2% | +141.8% | +142.3% |
| 1Y | +162.1% | +10.1% | +152.0% | +149.5% |
| 3Y | -97.9% | +69.7% | -167.5% | -98.7% |
| 5Y | -100.0% | +53.4% | -153.4% | -100.0% |
| All | -100.0% | +122.8% | -222.8% | -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