-88.5%
QRHC vs VT
+423.9%
-512.4%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -2.8% | +0.4% | -3.3% | -3.1% |
| 30D | +9.5% | +1.0% | +8.5% | +9.0% |
| 3M | +0.7% | +2.4% | -1.7% | -0.6% |
| 6M | -14.3% | +12.0% | -26.3% | -19.9% |
| YTD | -25.8% | +15.3% | -41.1% | -31.8% |
| 1Y | -24.2% | +22.6% | -46.8% | -32.7% |
| 3Y | -82.4% | +74.7% | -157.1% | -87.0% |
| 5Y | -78.6% | +66.1% | -144.7% | -83.8% |
| 10Y | -37.8% | +225.0% | -262.8% | -64.5% |
| All | -88.5% | +423.9% | -512.4% | -94.2% |
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 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