+85.1%
QVAL price history and return analytics
+74.4%
+10.6%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.5% |
| 7D | +0.4% | -0.1% | +0.5% | +0.5% |
| 30D | +6.1% | -3.1% | +9.2% | +8.8% |
| 3M | +5.8% | -3.5% | +9.3% | +8.8% |
| 6M | +18.6% | +0.5% | +18.2% | +17.4% |
| YTD | +32.8% | +10.8% | +22.0% | +19.4% |
| 1Y | +39.6% | +11.9% | +27.7% | +24.3% |
| 3Y | +85.1% | +73.0% | +12.1% | -2.9% |
| All | +85.1% | +74.4% | +10.6% | -2.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling