+438.2%
QNST vs VT
+222.7%
+215.5%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.1% | -0.1% |
| 7D | -2.3% | +0.4% | -2.8% | -2.9% |
| 30D | +21.1% | +1.0% | +20.1% | +19.9% |
| 3M | +57.9% | +2.4% | +55.5% | +52.6% |
| 6M | +57.7% | +12.0% | +45.7% | +35.8% |
| YTD | +30.3% | +15.3% | +15.0% | +8.5% |
| 1Y | +18.7% | +22.6% | -3.9% | -8.3% |
| 3Y | +88.8% | +74.7% | +14.1% | -4.8% |
| 5Y | +0.1% | +66.1% | -66.1% | -46.6% |
| All | +438.2% | +222.7% | +215.5% | +17.3% |
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