-79.3%
QTEX vs VT
+65.8%
-145.1%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.1% | -4.8% | -5.4% |
| 7D | -2.7% | -0.7% | -2.0% | -1.4% |
| 30D | -37.8% | -1.7% | -36.0% | -35.7% |
| 3M | -1.3% | -2.3% | +1.0% | +4.3% |
| 6M | +141.5% | +1.5% | +140.0% | +150.0% |
| YTD | +9.2% | +12.0% | -2.8% | +0.5% |
| 1Y | -4.6% | +12.9% | -17.4% | -13.0% |
| 3Y | -19.4% | +74.9% | -94.4% | -56.9% |
| 5Y | -74.1% | +59.9% | -134.0% | -84.0% |
| All | -79.3% | +65.8% | -145.1% | -87.3% |
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