-68.0%
QUAD vs VT
+460.2%
-528.3%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.5% | -0.4% |
| 7D | -0.8% | -0.1% | -0.7% | -1.0% |
| 30D | -20.8% | -3.1% | -17.7% | -17.9% |
| 3M | -24.0% | -3.5% | -20.5% | -20.8% |
| 6M | +1.6% | +0.5% | +1.1% | -0.2% |
| YTD | +22.5% | +10.8% | +11.7% | +6.1% |
| 1Y | +38.5% | +11.9% | +26.6% | +18.4% |
| 3Y | +91.3% | +73.0% | +18.4% | -5.4% |
| 5Y | +94.0% | +58.6% | +35.4% | +7.8% |
| 10Y | -56.9% | +219.2% | -276.1% | -89.3% |
| All | -68.0% | +460.2% | -528.3% | -95.0% |
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