+210.8%
QVMT vs VT
+234.0%
-23.1%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.6% | +0.8% | +0.9% |
| 7D | -1.6% | +0.4% | -1.9% | -1.9% |
| 30D | -6.4% | -2.6% | -3.8% | -4.1% |
| 3M | -5.8% | -3.2% | -2.5% | -2.8% |
| 6M | -4.9% | +0.9% | -5.9% | -5.8% |
| YTD | +8.5% | +11.3% | -2.8% | -2.3% |
| 1Y | +13.9% | +14.0% | -0.1% | +0.1% |
| 3Y | +68.6% | +75.8% | -7.2% | -3.7% |
| 5Y | +58.2% | +57.8% | +0.4% | +0.2% |
| 10Y | +189.3% | +219.8% | -30.5% | +9.5% |
| All | +210.8% | +234.0% | -23.1% | +18.0% |
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