-97.6%
QUCY vs VT
+57.2%
-154.8%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.2% | -0.3% | +12.5% | +12.7% |
| 7D | -11.3% | +2.4% | -13.7% | -15.1% |
| 30D | -38.5% | -1.5% | -37.0% | -37.1% |
| 3M | -55.4% | -4.1% | -51.3% | -52.3% |
| 6M | -52.8% | +0.6% | -53.3% | -52.4% |
| YTD | -43.5% | +11.0% | -54.5% | -50.1% |
| 1Y | -56.6% | +13.3% | -70.0% | -62.7% |
| 3Y | -47.3% | +73.4% | -120.6% | -71.3% |
| 5Y | -93.7% | +57.4% | -151.1% | -97.0% |
| All | -97.6% | +57.2% | -154.8% | -98.9% |
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 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