+106.8%
QINT vs VT
+136.8%
-30.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.1% | +1.2% | +0.7% |
| 7D | -1.6% | -4.2% | +2.6% | +2.2% |
| 30D | -2.3% | -5.8% | +3.5% | +2.9% |
| 3M | -5.0% | -5.2% | +0.3% | -0.4% |
| 6M | +0.5% | +0.1% | +0.4% | +0.4% |
| YTD | +8.2% | +8.2% | 0.0% | +1.0% |
| 1Y | +14.3% | +10.1% | +4.2% | +5.1% |
| 3Y | +73.8% | +69.7% | +4.2% | +9.4% |
| 5Y | +52.6% | +53.4% | -0.8% | +4.4% |
| All | +106.8% | +136.8% | -30.0% | -0.4% |
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