-67.4%
QUAD vs VT
+463.2%
-530.6%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | +0.5% |
| 7D | -2.0% | +2.9% | -4.8% | -5.4% |
| 30D | -21.0% | -2.5% | -18.5% | -18.7% |
| 3M | -22.6% | -3.3% | -19.3% | -19.6% |
| 6M | +4.0% | +1.5% | +2.5% | +0.9% |
| YTD | +24.8% | +11.4% | +13.4% | +7.4% |
| 1Y | +38.9% | +11.9% | +27.0% | +18.8% |
| 3Y | +94.9% | +73.9% | +21.1% | -4.2% |
| 5Y | +98.1% | +57.9% | +40.2% | +10.8% |
| 10Y | -57.4% | +222.6% | -280.0% | -89.6% |
| All | -67.4% | +463.2% | -530.6% | -94.9% |
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