-78.3%
QTEX vs VT
+60.6%
-138.9%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +0.2% | +10.8% | +10.6% |
| 7D | -15.6% | -2.3% | -13.3% | -12.5% |
| 30D | -38.0% | -5.0% | -33.0% | -32.3% |
| 3M | -2.8% | -4.9% | +2.0% | +7.2% |
| 6M | +133.6% | -1.5% | +135.1% | +153.9% |
| YTD | +14.4% | +8.5% | +6.0% | +10.9% |
| 1Y | -1.9% | +11.4% | -13.3% | -7.9% |
| 3Y | -18.3% | +70.1% | -88.3% | -54.2% |
| 5Y | -72.2% | +53.7% | -125.9% | -81.8% |
| All | -78.3% | +60.6% | -138.9% | -85.9% |
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