-92.5%
QPUX vs VT
+20.2%
-112.8%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | -0.3% | -10.7% | -9.0% |
| 7D | -20.6% | +2.4% | -22.9% | -31.3% |
| 30D | -37.1% | -1.5% | -35.6% | -25.9% |
| 3M | -78.8% | -4.1% | -74.7% | -68.8% |
| 6M | -87.2% | +0.6% | -87.7% | -84.0% |
| YTD | -91.1% | +11.0% | -102.2% | -93.2% |
| 1Y | -92.3% | +13.3% | -105.6% | -94.7% |
| All | -92.5% | +20.2% | -112.8% | -96.3% |
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