+201.8%
QVAL vs VT
+253.4%
-51.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | 0.0% | +0.4% | -0.4% | -0.5% |
| 30D | +3.8% | +1.0% | +2.8% | +2.7% |
| 3M | +11.2% | +2.4% | +8.8% | +8.0% |
| 6M | +18.5% | +12.0% | +6.5% | +4.2% |
| YTD | +28.0% | +15.3% | +12.7% | +9.0% |
| 1Y | +36.6% | +22.6% | +14.1% | +8.8% |
| 3Y | +72.4% | +74.7% | -2.2% | -6.9% |
| 5Y | +87.3% | +66.1% | +21.2% | +7.5% |
| 10Y | +216.0% | +225.0% | -9.0% | -8.0% |
| All | +201.8% | +253.4% | -51.5% | -19.6% |
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