+294.9%
QUS vs VT
+224.1%
+70.8%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -0.5% | +0.4% | -0.9% | -0.9% |
| 30D | +0.4% | +1.0% | -0.6% | -0.4% |
| 3M | +4.3% | +2.4% | +2.0% | +2.1% |
| 6M | +8.7% | +12.0% | -3.3% | -1.7% |
| YTD | +12.2% | +15.3% | -3.1% | -1.1% |
| 1Y | +17.3% | +22.6% | -5.3% | -1.9% |
| 3Y | +61.8% | +74.7% | -12.8% | -0.7% |
| 5Y | +66.2% | +66.1% | +0.1% | +6.1% |
| 10Y | +263.8% | +225.0% | +38.8% | +44.1% |
| All | +294.9% | +224.1% | +70.8% | +53.6% |
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