-53.8%
QUAD vs VT
+483.3%
-537.1%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | 0.0% | +3.3% | +3.3% |
| 7D | +6.0% | +0.4% | +5.6% | +5.5% |
| 30D | +5.3% | +1.0% | +4.4% | +4.1% |
| 3M | +43.4% | +2.4% | +41.0% | +38.1% |
| 6M | +58.5% | +12.0% | +46.5% | +35.9% |
| YTD | +77.1% | +15.3% | +61.8% | +46.4% |
| 1Y | +69.3% | +22.6% | +46.7% | +29.4% |
| 3Y | +129.6% | +74.7% | +54.9% | +12.8% |
| 5Y | +195.5% | +66.1% | +129.4% | +55.7% |
| 10Y | -41.7% | +225.0% | -266.7% | -85.8% |
| All | -53.8% | +483.3% | -537.1% | -93.1% |
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 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