-90.7%
QRHC vs VT
+392.8%
-483.5%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +0.2% | +7.5% | +7.6% |
| 7D | +2.8% | -2.3% | +5.1% | +4.2% |
| 30D | -18.8% | -5.0% | -13.9% | -16.4% |
| 3M | -11.8% | -4.9% | -6.9% | -9.1% |
| 6M | +1.8% | -1.5% | +3.4% | +2.8% |
| YTD | -39.8% | +8.5% | -48.3% | -42.7% |
| 1Y | -19.4% | +11.4% | -30.8% | -24.4% |
| 3Y | -84.9% | +70.1% | -155.0% | -88.6% |
| 5Y | -78.9% | +53.7% | -132.7% | -83.3% |
| 10Y | -31.7% | +220.0% | -251.7% | -60.3% |
| All | -90.7% | +392.8% | -483.5% | -95.1% |
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