-2.9%
QCML vs VT
+41.1%
-44.0%
-68.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.1% | +2.1% | -1.0% |
| 7D | +1.1% | -0.7% | +1.8% | +5.9% |
| 30D | -2.7% | -1.7% | -1.0% | +8.5% |
| 3M | +7.6% | -2.3% | +9.9% | +23.7% |
| 6M | -57.3% | +1.5% | -58.8% | -54.0% |
| YTD | -25.6% | +12.0% | -37.7% | -39.5% |
| 1Y | -28.8% | +12.9% | -41.7% | -43.1% |
| All | -2.9% | +41.1% | -44.0% | -60.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling