+55.3%
QSPT vs VT
+74.5%
-19.2%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.4% | +0.2% |
| 7D | +4.2% | +2.9% | +1.3% | +2.1% |
| 30D | -4.6% | -2.5% | -2.1% | -2.8% |
| 3M | -1.1% | -3.3% | +2.2% | +1.3% |
| 6M | +2.5% | +1.5% | +1.0% | +1.2% |
| YTD | +10.5% | +11.4% | -0.8% | +1.8% |
| 1Y | +11.1% | +11.9% | -0.8% | +2.0% |
| All | +55.3% | +74.5% | -19.2% | +4.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling