-100.0%
QNRX vs VT
+230.6%
-330.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | 0.0% | -7.7% | -7.7% |
| 7D | +18.6% | +0.4% | +18.2% | +18.2% |
| 30D | +66.1% | +1.0% | +65.2% | +64.5% |
| 3M | +69.2% | +2.4% | +66.9% | +64.9% |
| 6M | -14.6% | +12.0% | -26.6% | -25.1% |
| YTD | -49.7% | +15.3% | -65.0% | -57.7% |
| 1Y | -4.8% | +22.6% | -27.4% | -28.5% |
| 3Y | -96.4% | +74.7% | -171.1% | -98.4% |
| 5Y | -100.0% | +66.1% | -166.1% | -100.0% |
| 10Y | -100.0% | +225.0% | -325.0% | -100.0% |
| All | -100.0% | +230.6% | -330.6% | -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 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