-98.6%
QTI vs VT
+59.5%
-158.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +1.1% | -7.3% | -6.6% |
| 7D | -3.2% | -0.7% | -2.5% | -2.9% |
| 30D | -18.5% | -1.7% | -16.7% | -18.0% |
| 3M | -26.6% | -2.3% | -24.3% | -26.1% |
| 6M | -70.3% | +1.5% | -71.9% | -70.5% |
| YTD | -65.2% | +12.0% | -77.3% | -66.2% |
| 1Y | -66.1% | +12.9% | -79.0% | -67.2% |
| 3Y | -98.7% | +74.9% | -173.7% | -98.9% |
| 5Y | -98.6% | +59.9% | -158.5% | -98.7% |
| All | -98.6% | +59.5% | -158.0% | -98.7% |
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 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