-30.7%
QRHC vs VT
+224.4%
-255.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.3% | 0.0% |
| 7D | +8.5% | -0.7% | +9.2% | +9.0% |
| 30D | -16.7% | -1.7% | -14.9% | -15.6% |
| 3M | -17.3% | -2.3% | -15.0% | -15.9% |
| 6M | +7.5% | +1.5% | +6.0% | +6.2% |
| YTD | -38.2% | +12.0% | -50.2% | -43.3% |
| 1Y | -22.3% | +12.9% | -35.2% | -29.2% |
| 3Y | -84.5% | +74.9% | -159.4% | -89.4% |
| 5Y | -79.8% | +59.9% | -139.7% | -85.5% |
| 10Y | -30.7% | +224.6% | -255.3% | -58.9% |
| All | -30.7% | +224.4% | -255.1% | -58.9% |
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