-76.7%
QPUX vs VT
+23.5%
-100.2%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -0.6% | -6.3% | -2.5% |
| 7D | -0.1% | -0.1% | +0.1% | +0.6% |
| 30D | -29.6% | -0.7% | -28.9% | -24.7% |
| 3M | -55.0% | +4.0% | -59.0% | -62.0% |
| 6M | -44.6% | +12.3% | -56.9% | -65.7% |
| YTD | -72.3% | +14.0% | -86.4% | -83.6% |
| 1Y | -76.9% | +20.3% | -97.2% | -89.5% |
| All | -76.7% | +23.5% | -100.2% | -91.2% |
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