+81.9%
QNST vs VT
+75.6%
+6.3%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.1% | +3.1% | +3.2% |
| 7D | +0.9% | -0.7% | +1.6% | +1.2% |
| 30D | +26.8% | -1.7% | +28.6% | +28.4% |
| 3M | -7.0% | -2.3% | -4.7% | -5.5% |
| 6M | +52.6% | +1.5% | +51.1% | +48.4% |
| YTD | +35.3% | +12.0% | +23.2% | +17.1% |
| 1Y | +35.8% | +12.9% | +22.9% | +16.3% |
| All | +81.9% | +75.6% | +6.3% | -7.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling