+85.4%
QVAL price history and return analytics
+74.0%
+11.4%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.6% |
| 7D | +2.5% | +2.4% | +0.2% | +0.5% |
| 30D | +5.1% | -1.5% | +6.6% | +6.3% |
| 3M | +5.9% | -4.1% | +10.1% | +9.6% |
| 6M | +21.5% | +0.6% | +20.9% | +20.1% |
| YTD | +33.2% | +11.0% | +22.1% | +19.5% |
| 1Y | +38.6% | +13.3% | +25.3% | +21.8% |
| 3Y | +85.4% | +73.4% | +12.0% | -3.1% |
| All | +85.4% | +74.0% | +11.4% | -3.1% |
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