+209.6%
QVAL vs VT
+231.6%
-22.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.1% | +1.3% | +1.5% |
| 7D | -1.3% | -4.2% | +2.8% | +3.1% |
| 30D | +6.1% | -5.8% | +11.9% | +12.8% |
| 3M | +6.4% | -5.2% | +11.7% | +12.3% |
| 6M | +18.4% | +0.1% | +18.3% | +17.3% |
| YTD | +31.3% | +8.2% | +23.1% | +19.2% |
| 1Y | +38.8% | +10.1% | +28.6% | +23.6% |
| 3Y | +78.8% | +69.7% | +9.1% | -0.9% |
| 5Y | +83.0% | +53.4% | +29.6% | +13.9% |
| 10Y | +237.2% | +219.2% | +18.0% | +0.3% |
| All | +209.6% | +231.6% | -22.0% | -12.0% |
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