+48.5%
QTOC vs VT
+67.6%
-19.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.2% |
| 7D | -1.4% | -0.1% | -1.2% | -1.1% |
| 30D | -8.8% | -3.1% | -5.7% | -5.6% |
| 3M | -5.8% | -3.5% | -2.3% | -2.2% |
| 6M | -2.5% | +0.5% | -2.9% | -3.2% |
| YTD | +6.5% | +10.8% | -4.3% | -4.8% |
| 1Y | +7.6% | +11.9% | -4.3% | -4.8% |
| 3Y | +50.4% | +73.0% | -22.6% | -17.8% |
| 5Y | +41.0% | +58.6% | -17.6% | -14.6% |
| All | +48.5% | +67.6% | -19.1% | -14.5% |
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