-27.2%
QCMD vs VT
+30.1%
-57.3%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -3.3% | +0.4% | -3.8% | -2.5% |
| 30D | -7.2% | +1.0% | -8.2% | -5.3% |
| 3M | +34.1% | +2.4% | +31.7% | +43.5% |
| 6M | -32.1% | +12.0% | -44.1% | -16.8% |
| YTD | -17.5% | +15.3% | -32.9% | +7.3% |
| 1Y | -25.0% | +22.6% | -47.6% | +8.6% |
| All | -27.2% | +30.1% | -57.3% | +13.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling