+29.0%
QVOY vs VT
+90.4%
-61.3%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.6% | -0.9% | -0.5% |
| 7D | -1.2% | +0.4% | -1.6% | -1.6% |
| 30D | -4.1% | -2.6% | -1.6% | -2.0% |
| 3M | -8.2% | -3.2% | -5.0% | -5.6% |
| 6M | -8.6% | +0.9% | -9.6% | -9.4% |
| YTD | +1.7% | +11.3% | -9.6% | -7.2% |
| 1Y | -3.1% | +14.0% | -17.1% | -13.4% |
| 3Y | +22.1% | +75.8% | -53.8% | -25.3% |
| All | +29.0% | +90.4% | -61.3% | -26.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling