+1.2%
QUSA vs VT
+34.9%
-33.7%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.4% |
| 7D | +3.0% | +2.4% | +0.6% | +1.2% |
| 30D | -6.2% | -1.5% | -4.7% | -5.1% |
| 3M | -10.2% | -4.1% | -6.1% | -7.6% |
| 6M | -7.2% | +0.6% | -7.8% | -7.4% |
| YTD | +0.7% | +11.0% | -10.4% | -5.8% |
| 1Y | +0.9% | +13.3% | -12.4% | -6.6% |
| All | +1.2% | +34.9% | -33.7% | -16.0% |
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