+34.5%
QTOP vs VT
+31.7%
+2.8%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -4.1% | -3.1% | -1.6% |
| 7D | -11.1% | -4.2% | -7.0% | -5.6% |
| 30D | -17.7% | -5.8% | -11.9% | -10.5% |
| 3M | -11.5% | -5.2% | -6.2% | -4.5% |
| 6M | -7.4% | +0.1% | -7.5% | -6.6% |
| YTD | +4.0% | +8.2% | -4.2% | -5.2% |
| 1Y | +2.4% | +10.1% | -7.8% | -8.8% |
| All | +34.5% | +31.7% | +2.8% | -5.2% |
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