-25.7%
QUIK vs VT
+217.6%
-243.3%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.5% | -2.5% | -2.3% |
| 7D | -1.7% | -0.1% | -1.5% | -1.1% |
| 30D | -24.2% | -3.1% | -21.2% | -20.3% |
| 3M | -40.3% | -3.5% | -36.8% | -36.8% |
| 6M | -58.7% | +0.5% | -59.1% | -57.5% |
| YTD | +36.8% | +10.8% | +26.0% | +25.5% |
| 1Y | +13.7% | +11.9% | +1.8% | +3.4% |
| 3Y | -13.3% | +73.0% | -86.3% | -49.4% |
| 5Y | +28.6% | +58.6% | -30.0% | -17.3% |
| 10Y | -25.7% | +219.2% | -244.9% | -69.3% |
| All | -25.7% | +217.6% | -243.3% | -69.3% |
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 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