-98.6%
QTI vs VT
+54.4%
-153.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.2% | -2.2% | -2.0% |
| 7D | -5.1% | -2.3% | -2.8% | -4.4% |
| 30D | -21.0% | -5.0% | -16.1% | -19.7% |
| 3M | -25.2% | -4.9% | -20.4% | -24.0% |
| 6M | -71.5% | -1.5% | -69.9% | -71.3% |
| YTD | -66.7% | +8.5% | -75.2% | -67.3% |
| 1Y | -68.1% | +11.4% | -79.5% | -68.9% |
| 3Y | -98.8% | +70.1% | -168.8% | -98.9% |
| 5Y | -98.6% | +53.7% | -152.4% | -98.8% |
| All | -98.6% | +54.4% | -153.0% | -98.8% |
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