-19.4%
QCML vs VT
+23.3%
-42.7%
-68.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.5% |
| 7D | +6.3% | +0.4% | +5.8% | +4.3% |
| 30D | +14.2% | +1.0% | +13.2% | +10.1% |
| 3M | -56.4% | +2.4% | -58.8% | -57.8% |
| 6M | +16.2% | +12.0% | +4.2% | -9.3% |
| YTD | -25.7% | +15.3% | -41.1% | -48.5% |
| 1Y | -19.4% | +22.6% | -41.9% | -49.4% |
| All | -19.4% | +23.3% | -42.7% | -49.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling