+14.7%
QLTI vs VT
+35.1%
-20.4%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.3% |
| 7D | +1.2% | +2.4% | -1.2% | -0.7% |
| 30D | +5.4% | -1.5% | +6.9% | +6.6% |
| 3M | +1.5% | -4.1% | +5.6% | +4.8% |
| 6M | +9.2% | +0.6% | +8.7% | +8.4% |
| YTD | +6.6% | +11.0% | -4.4% | -2.3% |
| 1Y | +9.2% | +13.3% | -4.2% | -1.5% |
| All | +14.7% | +35.1% | -20.4% | -10.2% |
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 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