-20.1%
QTEX vs VT
+75.6%
-95.7%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.1% | -4.8% | -5.8% |
| 7D | -2.7% | -0.7% | -2.0% | -1.2% |
| 30D | -37.8% | -1.7% | -36.0% | -35.4% |
| 3M | -1.3% | -2.3% | +1.0% | +5.3% |
| 6M | +141.5% | +1.5% | +140.0% | +151.5% |
| YTD | +9.2% | +12.0% | -2.8% | +1.6% |
| 1Y | -4.6% | +12.9% | -17.4% | -12.0% |
| All | -20.1% | +75.6% | -95.7% | -45.7% |
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