+80.5%
QUIK vs VT
+66.2%
+14.3%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | -0.5% | +0.4% | -0.9% | -1.2% |
| 30D | -22.1% | +1.0% | -23.1% | -23.4% |
| 3M | -54.7% | +2.4% | -57.1% | -55.5% |
| 6M | +22.3% | +12.0% | +10.3% | +5.8% |
| YTD | +79.0% | +15.3% | +63.7% | +49.0% |
| 1Y | +110.2% | +22.6% | +87.6% | +61.2% |
| 3Y | +34.0% | +74.7% | -40.7% | -30.6% |
| All | +80.5% | +66.2% | +14.3% | +9.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling