-8.2%
QCML vs VT
+40.1%
-48.4%
-68.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +2.6% | +4.9% | -2.3% |
| 7D | +9.7% | +0.4% | +9.3% | +11.0% |
| 30D | -9.4% | -2.6% | -6.8% | +4.5% |
| 3M | -4.7% | -3.2% | -1.5% | +13.6% |
| 6M | -52.9% | +0.9% | -53.8% | -48.0% |
| YTD | -29.7% | +11.3% | -41.0% | -41.3% |
| 1Y | -30.2% | +14.0% | -44.2% | -46.0% |
| All | -8.2% | +40.1% | -48.4% | -62.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling