-82.4%
QTEX vs VT
+70.7%
-153.1%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.0% |
| 7D | 0.0% | +0.4% | -0.4% | -0.6% |
| 30D | -22.8% | +1.0% | -23.8% | -23.5% |
| 3M | -55.4% | +2.4% | -57.8% | -55.6% |
| 6M | +35.8% | +12.0% | +23.8% | +21.9% |
| YTD | -7.3% | +15.3% | -22.7% | -19.6% |
| 1Y | -26.2% | +22.6% | -48.8% | -40.3% |
| 3Y | -41.7% | +74.7% | -116.3% | -69.3% |
| 5Y | -76.2% | +66.1% | -142.3% | -86.6% |
| All | -82.4% | +70.7% | -153.1% | -89.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling