-84.6%
QTRX vs VT
+166.7%
-251.3%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | 0.0% | +4.3% | +4.3% |
| 7D | +1.9% | +0.4% | +1.4% | +1.2% |
| 30D | -28.5% | +1.0% | -29.4% | -29.3% |
| 3M | -29.2% | +2.4% | -31.6% | -31.1% |
| 6M | -54.1% | +12.0% | -66.1% | -61.6% |
| YTD | -57.7% | +15.3% | -73.0% | -66.2% |
| 1Y | -37.7% | +22.6% | -60.3% | -54.8% |
| 3Y | -90.0% | +74.7% | -164.7% | -95.8% |
| 5Y | -94.8% | +66.1% | -160.9% | -97.5% |
| All | -84.6% | +166.7% | -251.3% | -94.9% |
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