+3.1%
QCML vs VOO
+42.6%
-39.6%
-68.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.6% | +6.9% | +8.2% |
| 7D | +10.2% | +0.5% | +9.7% | +7.9% |
| 30D | +7.0% | -0.9% | +7.9% | +10.4% |
| 3M | -41.5% | +3.9% | -45.4% | -46.8% |
| 6M | +28.6% | +14.5% | +14.0% | -8.9% |
| YTD | -21.0% | +13.0% | -34.0% | -41.0% |
| 1Y | -14.6% | +19.4% | -34.1% | -44.4% |
| All | +3.1% | +42.6% | -39.6% | -59.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 VOO 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