-29.5%
QCMD vs VT
+29.5%
-58.9%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.5% | -2.6% | -4.1% |
| 7D | -4.9% | +1.0% | -5.9% | -3.0% |
| 30D | -4.2% | -0.2% | -4.0% | -4.6% |
| 3M | +18.0% | +4.5% | +13.4% | +30.2% |
| 6M | -35.6% | +14.1% | -49.7% | -18.7% |
| YTD | -20.1% | +14.8% | -34.8% | +3.0% |
| 1Y | -27.2% | +21.2% | -48.4% | +3.5% |
| All | -29.5% | +29.5% | -58.9% | +8.5% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling