-36.3%
QCML vs VT
+13.3%
-49.5%
-68.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | 0.0% | +2.8% | +2.7% |
| 7D | -21.8% | -1.6% | -20.1% | -15.2% |
| 30D | -23.7% | -2.5% | -21.2% | -13.9% |
| 3M | +8.6% | -1.3% | +9.9% | +19.2% |
| 6M | -33.8% | +3.1% | -36.9% | -32.1% |
| YTD | -34.1% | +10.9% | -45.0% | -41.6% |
| All | -36.3% | +13.3% | -49.5% | -47.2% |
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