+12.1%
QNST vs VT
+58.5%
-46.5%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.0% |
| 7D | -5.9% | +2.9% | -8.8% | -8.7% |
| 30D | +21.3% | -2.5% | +23.8% | +23.7% |
| 3M | -8.0% | -3.3% | -4.7% | -5.6% |
| 6M | +60.1% | +1.5% | +58.6% | +55.4% |
| YTD | +33.1% | +11.4% | +21.7% | +16.4% |
| 1Y | +34.3% | +11.9% | +22.4% | +16.7% |
| 3Y | +72.4% | +73.9% | -1.5% | -5.5% |
| 5Y | +12.1% | +57.9% | -45.8% | -32.3% |
| All | +12.1% | +58.5% | -46.5% | -32.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling