-87.0%
QSI vs VT
+101.2%
-188.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.5% | -6.1% | -5.4% |
| 7D | -1.5% | -0.1% | -1.4% | -1.1% |
| 30D | -16.3% | -3.1% | -13.3% | -8.2% |
| 3M | +62.0% | -3.5% | +65.5% | +80.2% |
| 6M | +41.1% | +0.5% | +40.7% | +44.9% |
| YTD | +16.4% | +10.8% | +5.6% | -3.8% |
| 1Y | -19.7% | +11.9% | -31.6% | -34.8% |
| 3Y | -9.9% | +73.0% | -82.8% | -69.7% |
| 5Y | -83.3% | +58.6% | -141.9% | -93.0% |
| All | -87.0% | +101.2% | -188.3% | -96.1% |
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 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