+37.7%
QNST vs VT
+437.7%
-399.9%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.4% | +1.4% |
| 7D | +18.7% | -2.3% | +21.1% | +21.4% |
| 30D | +34.2% | -5.0% | +39.1% | +41.2% |
| 3M | +35.7% | -4.9% | +40.6% | +42.7% |
| 6M | +58.7% | -1.5% | +60.2% | +59.3% |
| YTD | +43.8% | +8.5% | +35.3% | +28.8% |
| 1Y | +49.0% | +11.4% | +37.6% | +29.5% |
| 3Y | +89.2% | +70.1% | +19.1% | +2.7% |
| 5Y | +36.1% | +53.7% | -17.6% | -17.5% |
| 10Y | +588.7% | +220.0% | +368.7% | +93.9% |
| All | +37.7% | +437.7% | -399.9% | -77.5% |
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