-96.4%
QTTB vs VT
+163.7%
-260.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | 0.0% | -6.3% | -6.3% |
| 7D | -20.2% | +0.4% | -20.7% | -20.7% |
| 30D | -27.3% | +1.0% | -28.3% | -28.2% |
| 3M | -14.4% | +2.4% | -16.7% | -17.9% |
| 6M | +153.5% | +12.0% | +141.5% | +115.7% |
| YTD | +261.1% | +15.3% | +245.8% | +195.4% |
| 1Y | +622.3% | +22.6% | +599.7% | +446.1% |
| 3Y | -44.5% | +74.7% | -119.2% | -74.9% |
| 5Y | -91.1% | +66.1% | -157.2% | -95.5% |
| All | -96.4% | +163.7% | -260.1% | -98.9% |
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