+218.3%
QVAL vs VT
+245.7%
-27.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.7% | +0.4% | +0.3% |
| 7D | +3.4% | -0.3% | +3.7% | +3.7% |
| 30D | +9.9% | -1.4% | +11.4% | +11.5% |
| 3M | +9.2% | -1.4% | +10.6% | +10.6% |
| 6M | +22.9% | +5.5% | +17.4% | +15.3% |
| YTD | +35.0% | +12.8% | +22.2% | +17.4% |
| 1Y | +44.6% | +15.4% | +29.2% | +22.7% |
| 3Y | +83.8% | +76.9% | +7.0% | -2.4% |
| 5Y | +91.0% | +60.4% | +30.6% | +13.5% |
| 10Y | +246.7% | +232.8% | +13.9% | -1.2% |
| All | +218.3% | +245.7% | -27.4% | -13.3% |
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