-15.7%
QRHC vs VT
+221.8%
-237.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.7% | -0.3% | +17.0% | +16.9% |
| 7D | +25.0% | +2.4% | +22.6% | +22.8% |
| 30D | +19.7% | -1.5% | +21.2% | +21.0% |
| 3M | -4.1% | -4.1% | 0.0% | -1.2% |
| 6M | +30.8% | +0.6% | +30.3% | +30.1% |
| YTD | -24.7% | +11.0% | -35.8% | -30.6% |
| 1Y | -7.3% | +13.3% | -20.6% | -15.8% |
| 3Y | -81.2% | +73.4% | -154.6% | -87.1% |
| 5Y | -76.7% | +57.4% | -134.1% | -83.1% |
| All | -15.7% | +221.8% | -237.4% | -47.9% |
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