-92.2%
QSI vs VT
+109.5%
-201.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -1.8% | +0.4% | -2.2% | -2.9% |
| 30D | +1.2% | +1.0% | +0.2% | -0.9% |
| 3M | -40.2% | +2.4% | -42.5% | -42.5% |
| 6M | -15.8% | +12.0% | -27.8% | -34.0% |
| YTD | -30.4% | +15.3% | -45.7% | -48.7% |
| 1Y | -28.4% | +22.6% | -51.0% | -53.1% |
| 3Y | -67.7% | +74.7% | -142.4% | -89.6% |
| 5Y | -92.0% | +66.1% | -158.1% | -97.0% |
| All | -92.2% | +109.5% | -201.8% | -97.9% |
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 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