-11.5%
QUIK vs VT
+222.7%
-234.2%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -0.6% | +7.2% | +7.4% |
| 7D | +35.0% | +2.9% | +32.1% | +30.2% |
| 30D | -4.4% | -2.5% | -1.9% | -0.2% |
| 3M | -24.2% | -3.3% | -20.9% | -19.9% |
| 6M | -48.0% | +1.5% | -49.5% | -47.2% |
| YTD | +64.9% | +11.4% | +53.5% | +50.4% |
| 1Y | +59.3% | +11.9% | +47.4% | +45.0% |
| 3Y | +4.5% | +73.9% | -69.3% | -39.3% |
| 5Y | +49.7% | +57.9% | -8.2% | -3.4% |
| All | -11.5% | +222.7% | -234.2% | -64.8% |
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