-98.8%
QTI vs VT
+74.0%
-172.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -0.3% | -8.4% | -8.5% |
| 7D | -7.4% | +2.4% | -9.7% | -8.8% |
| 30D | -25.0% | -1.5% | -23.4% | -24.1% |
| 3M | -34.0% | -4.1% | -29.9% | -32.2% |
| 6M | -70.3% | +0.6% | -70.8% | -70.3% |
| YTD | -69.2% | +11.0% | -80.2% | -71.1% |
| 1Y | -68.7% | +13.3% | -82.1% | -71.1% |
| 3Y | -98.8% | +73.4% | -172.2% | -99.2% |
| All | -98.8% | +74.0% | -172.9% | -99.2% |
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