-34.1%
QCMD vs VT
+25.6%
-59.7%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -1.8% |
| 7D | -12.0% | +2.9% | -14.9% | -6.7% |
| 30D | -3.2% | -2.5% | -0.6% | -6.6% |
| 3M | -12.9% | -3.3% | -9.6% | -16.9% |
| 6M | +0.6% | +1.5% | -0.9% | +7.4% |
| YTD | -25.3% | +11.4% | -36.7% | -7.6% |
| 1Y | -23.5% | +11.9% | -35.4% | -4.0% |
| All | -34.1% | +25.6% | -59.7% | -2.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling