+61.4%
QJUN vs VT
+68.8%
-7.4%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | 0.0% |
| 7D | -1.0% | -0.1% | -0.9% | -0.9% |
| 30D | -7.1% | -3.1% | -4.0% | -4.8% |
| 3M | -3.9% | -3.5% | -0.4% | -1.1% |
| 6M | -4.0% | +0.5% | -4.4% | -4.4% |
| YTD | +1.2% | +10.8% | -9.6% | -7.1% |
| 1Y | +2.5% | +11.9% | -9.4% | -6.7% |
| 3Y | +41.0% | +73.0% | -32.0% | -10.4% |
| 5Y | +52.6% | +58.6% | -6.0% | +1.4% |
| All | +61.4% | +68.8% | -7.4% | +4.0% |
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