-73.7%
QTEX vs VT
+64.3%
-138.0%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.3% | +5.3% | +5.5% |
| 7D | +21.4% | +2.4% | +19.0% | +16.7% |
| 30D | -14.4% | -1.5% | -12.9% | -12.2% |
| 3M | +25.0% | -4.1% | +29.1% | +35.6% |
| 6M | +208.6% | +0.6% | +208.1% | +223.8% |
| YTD | +38.9% | +11.0% | +27.9% | +29.3% |
| 1Y | +31.6% | +13.3% | +18.2% | +19.5% |
| 3Y | +1.5% | +73.4% | -71.9% | -45.1% |
| 5Y | -66.5% | +57.4% | -123.9% | -78.9% |
| All | -73.7% | +64.3% | -138.0% | -83.6% |
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 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