-77.7%
QTEX vs VT
+64.7%
-142.4%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.6% | +0.3% | -1.2% |
| 7D | -5.4% | +0.4% | -5.7% | -6.0% |
| 30D | -43.3% | -2.6% | -40.7% | -40.6% |
| 3M | +1.0% | -3.2% | +4.2% | +8.3% |
| 6M | +144.2% | +0.9% | +143.3% | +155.4% |
| YTD | +17.8% | +11.3% | +6.5% | +9.6% |
| 1Y | +9.8% | +14.0% | -4.2% | -0.6% |
| 3Y | -11.6% | +75.8% | -87.4% | -52.9% |
| 5Y | -73.1% | +57.8% | -130.9% | -83.1% |
| All | -77.7% | +64.7% | -142.4% | -86.1% |
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