+440.1%
QUAL vs VT
+281.9%
+158.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.6% | -0.4% | -0.3% |
| 7D | +1.0% | +0.4% | +0.6% | +0.6% |
| 30D | -1.3% | -2.6% | +1.3% | +1.2% |
| 3M | -0.5% | -3.2% | +2.8% | +2.7% |
| 6M | +6.9% | +0.9% | +6.0% | +5.6% |
| YTD | +13.5% | +11.3% | +2.2% | +1.7% |
| 1Y | +17.1% | +14.0% | +3.1% | +2.4% |
| 3Y | +70.4% | +75.8% | -5.5% | -3.2% |
| 5Y | +63.7% | +57.8% | +5.9% | +3.8% |
| 10Y | +283.8% | +219.8% | +64.0% | +26.2% |
| All | +440.1% | +281.9% | +158.2% | +54.3% |
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