-18.3%
QTEX vs VT
+69.7%
-88.0%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +0.2% | +10.8% | +10.6% |
| 7D | -15.6% | -2.3% | -13.3% | -11.9% |
| 30D | -38.0% | -5.0% | -33.0% | -31.2% |
| 3M | -2.8% | -4.9% | +2.0% | +9.2% |
| 6M | +133.6% | -1.5% | +135.1% | +158.1% |
| YTD | +14.4% | +8.5% | +6.0% | +13.3% |
| 1Y | -1.9% | +11.4% | -13.3% | -5.5% |
| 3Y | -18.3% | +70.1% | -88.3% | -41.4% |
| All | -18.3% | +69.7% | -88.0% | -41.4% |
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