+102.1%
RQI vs VT
+222.7%
-120.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.5% | -0.5% |
| 7D | -1.2% | -0.1% | -1.0% | -1.0% |
| 30D | -3.0% | -0.7% | -2.3% | -2.4% |
| 3M | -4.6% | +4.0% | -8.6% | -8.8% |
| 6M | -2.5% | +12.3% | -14.8% | -14.4% |
| YTD | +10.9% | +14.0% | -3.1% | -4.3% |
| 1Y | +4.6% | +20.3% | -15.7% | -14.9% |
| 3Y | +38.7% | +75.4% | -36.7% | -25.8% |
| 5Y | +11.0% | +66.0% | -55.0% | -36.8% |
| 10Y | +102.1% | +228.2% | -126.1% | -40.6% |
| All | +102.1% | +222.7% | -120.5% | -40.6% |
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 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