-2.1%
QCML vs VOO
+41.4%
-43.5%
-68.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.2% | +2.0% |
| 7D | +27.2% | +3.3% | +23.9% | +13.4% |
| 30D | -4.5% | -2.7% | -1.8% | +10.0% |
| 3M | +8.1% | -1.7% | +9.8% | +21.4% |
| 6M | -44.1% | +3.1% | -47.2% | -43.7% |
| YTD | -25.0% | +11.9% | -37.0% | -38.8% |
| 1Y | -30.2% | +12.1% | -42.2% | -42.9% |
| All | -2.1% | +41.4% | -43.5% | -58.3% |
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