-54.5%
QUIK vs VT
+374.2%
-428.7%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | -0.5% | +0.4% | -0.9% | -1.0% |
| 30D | -22.1% | +1.0% | -23.1% | -23.0% |
| 3M | -54.7% | +2.4% | -57.1% | -55.1% |
| 6M | +22.3% | +12.0% | +10.3% | +10.5% |
| YTD | +79.0% | +15.3% | +63.7% | +57.4% |
| 1Y | +110.2% | +22.6% | +87.6% | +74.0% |
| 3Y | +34.0% | +74.7% | -40.7% | -20.1% |
| 5Y | +71.6% | +66.1% | +5.5% | +8.3% |
| 10Y | -11.7% | +225.0% | -236.7% | -71.3% |
| All | -54.5% | +374.2% | -428.7% | -88.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling