+113.1%
QTWO vs VT
+229.8%
-116.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | -0.3% |
| 7D | -2.0% | -1.1% | -0.9% | -0.4% |
| 30D | -2.7% | -1.0% | -1.7% | -1.2% |
| 3M | +40.6% | +3.2% | +37.4% | +33.5% |
| 6M | +20.5% | +12.5% | +8.0% | -0.8% |
| YTD | -15.6% | +14.1% | -29.7% | -32.2% |
| 1Y | -26.4% | +18.9% | -45.3% | -44.7% |
| 3Y | +80.7% | +74.1% | +6.6% | -20.0% |
| 5Y | -29.5% | +66.9% | -96.4% | -65.2% |
| All | +113.1% | +229.8% | -116.7% | -54.1% |
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