-97.4%
QTTB vs VT
+153.8%
-251.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -1.0% | -0.9% |
| 7D | -5.8% | +2.4% | -8.2% | -8.5% |
| 30D | +8.7% | -1.5% | +10.2% | +10.5% |
| 3M | -43.3% | -4.1% | -39.2% | -40.5% |
| 6M | +46.6% | +0.6% | +46.1% | +43.3% |
| YTD | +162.3% | +11.0% | +151.3% | +124.3% |
| 1Y | +294.1% | +13.3% | +280.8% | +227.7% |
| 3Y | -53.0% | +73.4% | -126.4% | -78.6% |
| 5Y | -91.5% | +57.4% | -149.0% | -95.4% |
| All | -97.4% | +153.8% | -251.3% | -99.2% |
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