+473.6%
QTUM vs VT
+144.6%
+328.9%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -0.4% |
| 7D | +11.1% | +2.9% | +8.2% | +7.1% |
| 30D | -10.2% | -2.5% | -7.7% | -6.7% |
| 3M | -15.3% | -3.3% | -11.9% | -10.9% |
| 6M | -7.5% | +1.5% | -9.1% | -7.8% |
| YTD | +21.6% | +11.4% | +10.3% | +8.7% |
| 1Y | +20.9% | +11.9% | +9.0% | +7.6% |
| 3Y | +183.3% | +73.9% | +109.4% | +50.8% |
| 5Y | +146.0% | +57.9% | +88.1% | +48.5% |
| All | +473.6% | +144.6% | +328.9% | +118.3% |
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