+39.1%
QLTA vs VT
+356.1%
-317.0%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -0.5% | -1.6% | +1.1% | -0.4% |
| 30D | +1.7% | -2.5% | +4.2% | +1.9% |
| 3M | -1.4% | -1.3% | -0.1% | -1.3% |
| 6M | -2.3% | +3.1% | -5.4% | -2.6% |
| YTD | -2.2% | +10.9% | -13.1% | -3.1% |
| 1Y | -1.7% | +12.1% | -13.7% | -2.7% |
| 3Y | +14.3% | +73.9% | -59.6% | +9.0% |
| 5Y | -3.2% | +58.0% | -61.1% | -7.6% |
| 10Y | +17.9% | +225.5% | -207.5% | +11.1% |
| All | +39.1% | +356.1% | -317.0% | +33.2% |
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