-97.2%
QTTB vs VT
+148.0%
-245.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.2% | +4.3% | +4.2% |
| 7D | +3.8% | -2.3% | +6.1% | +6.6% |
| 30D | +15.8% | -5.0% | +20.7% | +22.8% |
| 3M | -42.9% | -4.9% | -38.0% | -39.5% |
| 6M | +69.1% | -1.5% | +70.6% | +69.3% |
| YTD | +178.6% | +8.5% | +170.1% | +145.0% |
| 1Y | +298.7% | +11.4% | +287.3% | +239.4% |
| 3Y | -49.1% | +70.1% | -119.2% | -76.3% |
| 5Y | -92.0% | +53.7% | -145.7% | -95.5% |
| All | -97.2% | +148.0% | -245.3% | -99.1% |
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