-98.4%
QTI vs VT
+77.9%
-176.2%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | 0.0% | -4.0% | -4.0% |
| 7D | -14.6% | +0.4% | -15.0% | -14.8% |
| 30D | -3.6% | +1.0% | -4.6% | -4.3% |
| 3M | -38.3% | +2.4% | -40.7% | -39.3% |
| 6M | -56.0% | +12.0% | -68.0% | -58.8% |
| YTD | -56.7% | +15.3% | -72.1% | -60.2% |
| 1Y | -92.8% | +22.6% | -115.4% | -93.9% |
| All | -98.4% | +77.9% | -176.2% | -98.9% |
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 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