+17.6%
QLTA vs VT
+224.5%
-206.9%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -0.3% | +0.4% | -0.7% | -0.3% |
| 30D | -0.6% | +1.0% | -1.6% | -0.7% |
| 3M | -1.4% | +2.4% | -3.8% | -1.7% |
| 6M | -2.0% | +12.0% | -14.0% | -3.5% |
| YTD | -0.9% | +15.3% | -16.2% | -2.8% |
| 1Y | +0.5% | +22.6% | -22.1% | -2.2% |
| 3Y | +13.8% | +74.7% | -60.9% | +5.5% |
| 5Y | -2.7% | +66.1% | -68.8% | -9.9% |
| All | +17.6% | +224.5% | -206.9% | +2.4% |
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