+58.3%
QTJL vs VT
+66.5%
-8.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | +0.3% |
| 7D | +6.9% | +2.9% | +4.0% | +3.6% |
| 30D | -7.7% | -2.5% | -5.2% | -4.8% |
| 3M | -3.7% | -3.3% | -0.3% | +0.3% |
| 6M | -3.1% | +1.5% | -4.6% | -4.8% |
| YTD | +3.2% | +11.4% | -8.1% | -9.0% |
| 1Y | +5.1% | +11.9% | -6.8% | -7.9% |
| 3Y | +55.2% | +73.9% | -18.7% | -18.6% |
| 5Y | +45.7% | +57.9% | -12.2% | -14.6% |
| All | +58.3% | +66.5% | -8.2% | -11.2% |
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 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