-36.8%
QCML vs VT
+10.5%
-47.3%
-68.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +0.2% | +10.8% | +10.0% |
| 7D | -1.3% | -2.3% | +1.0% | +11.6% |
| 30D | -17.0% | -5.0% | -12.1% | +6.6% |
| 3M | -3.3% | -4.9% | +1.6% | +25.4% |
| 6M | -43.7% | -1.5% | -42.2% | -30.8% |
| YTD | -34.6% | +8.5% | -43.1% | -34.0% |
| 1Y | -36.8% | +11.4% | -48.1% | -40.6% |
| All | -36.8% | +10.5% | -47.3% | -40.6% |
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