-96.7%
QTTB vs VT
+160.7%
-257.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.6% | -4.1% | -3.9% |
| 7D | -18.0% | -0.1% | -17.9% | -17.9% |
| 30D | -28.9% | -0.7% | -28.2% | -28.3% |
| 3M | -6.3% | +4.0% | -10.3% | -12.0% |
| 6M | +118.4% | +12.3% | +106.1% | +85.1% |
| YTD | +235.5% | +14.0% | +221.5% | +178.3% |
| 1Y | +525.8% | +20.3% | +505.5% | +384.3% |
| 3Y | -46.6% | +75.4% | -122.1% | -76.1% |
| 5Y | -91.7% | +66.0% | -157.7% | -95.8% |
| All | -96.7% | +160.7% | -257.4% | -99.0% |
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