-98.5%
QTI vs VT
+58.4%
-156.9%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | +2.6% | +10.2% | +11.9% |
| 7D | +6.5% | +0.4% | +6.1% | +6.5% |
| 30D | -14.6% | -2.6% | -12.0% | -13.8% |
| 3M | -16.1% | -3.2% | -12.9% | -15.2% |
| 6M | -67.4% | +0.9% | -68.3% | -67.4% |
| YTD | -62.5% | +11.3% | -73.8% | -63.4% |
| 1Y | -64.8% | +14.0% | -78.8% | -65.9% |
| 3Y | -98.6% | +75.8% | -174.4% | -98.8% |
| 5Y | -98.5% | +57.8% | -156.3% | -98.6% |
| All | -98.5% | +58.4% | -156.9% | -98.6% |
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