+528.5%
QTUM vs VT
+148.4%
+380.1%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -0.4% |
| 7D | -0.3% | -2.0% | +1.6% | +2.3% |
| 30D | -4.8% | -1.4% | -3.4% | -3.0% |
| 3M | -3.4% | +4.7% | -8.1% | -8.3% |
| 6M | +30.5% | +11.4% | +19.2% | +15.5% |
| YTD | +33.3% | +13.1% | +20.2% | +16.0% |
| 1Y | +50.8% | +19.0% | +31.8% | +23.7% |
| 3Y | +199.8% | +73.9% | +125.8% | +58.3% |
| 5Y | +194.0% | +65.4% | +128.6% | +67.1% |
| All | +528.5% | +148.4% | +380.1% | +133.1% |
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 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