-100.0%
QNRX vs VT
+229.8%
-329.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.5% | -2.6% |
| 7D | -6.5% | -1.1% | -5.4% | -5.3% |
| 30D | +15.3% | -1.0% | +16.3% | +16.7% |
| 3M | +44.5% | +3.2% | +41.3% | +40.4% |
| 6M | -20.0% | +12.5% | -32.5% | -30.1% |
| YTD | -52.9% | +14.1% | -67.0% | -59.9% |
| 1Y | -10.1% | +18.9% | -29.0% | -29.7% |
| 3Y | -96.5% | +74.1% | -170.6% | -98.4% |
| 5Y | -100.0% | +66.9% | -166.9% | -100.0% |
| All | -100.0% | +229.8% | -329.8% | -100.0% |
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