-83.6%
QTRX vs VT
+157.5%
-241.2%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.6% | -4.7% | -4.2% |
| 7D | +3.6% | +2.9% | +0.7% | -0.9% |
| 30D | -9.2% | -2.5% | -6.7% | -4.3% |
| 3M | -2.4% | -3.3% | +0.9% | +4.5% |
| 6M | -1.7% | +1.5% | -3.2% | -2.0% |
| YTD | -55.0% | +11.4% | -66.4% | -61.4% |
| 1Y | -45.2% | +11.9% | -57.1% | -53.4% |
| 3Y | -86.0% | +73.9% | -159.9% | -94.0% |
| 5Y | -95.0% | +57.9% | -152.8% | -97.3% |
| All | -83.6% | +157.5% | -241.2% | -94.2% |
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 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