-97.6%
QUBX vs VT
+26.2%
-123.9%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -0.6% | -11.9% | -8.5% |
| 7D | +1.6% | +2.9% | -1.2% | -14.2% |
| 30D | -35.9% | -2.5% | -33.4% | -19.0% |
| 3M | -65.1% | -3.3% | -61.8% | -52.8% |
| 6M | -85.1% | +1.5% | -86.6% | -83.5% |
| YTD | -86.5% | +11.4% | -97.9% | -90.5% |
| 1Y | -90.6% | +11.9% | -102.5% | -93.3% |
| All | -97.6% | +26.2% | -123.9% | -99.4% |
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