+463.2%
QTUM vs VT
+143.9%
+319.3%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.4% |
| 7D | +5.5% | +2.4% | +3.1% | +2.4% |
| 30D | -8.3% | -1.5% | -6.8% | -6.0% |
| 3M | -17.5% | -4.1% | -13.4% | -12.3% |
| 6M | -11.0% | +0.6% | -11.5% | -10.1% |
| YTD | +19.4% | +11.0% | +8.4% | +7.1% |
| 1Y | +23.2% | +13.3% | +9.8% | +7.8% |
| 3Y | +178.3% | +73.4% | +104.9% | +48.7% |
| 5Y | +141.5% | +57.4% | +84.1% | +46.4% |
| All | +463.2% | +143.9% | +319.3% | +115.2% |
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