-11.8%
QCMU vs VT
+28.6%
-40.4%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.6% | +3.4% | +5.2% |
| 7D | +8.7% | -0.1% | +8.9% | +8.9% |
| 30D | +17.8% | -0.7% | +18.4% | +20.6% |
| 3M | -32.3% | +4.0% | -36.3% | -39.1% |
| 6M | +27.3% | +12.3% | +15.0% | -1.8% |
| YTD | -19.8% | +14.0% | -33.8% | -41.4% |
| 1Y | -12.6% | +20.3% | -32.9% | -44.5% |
| All | -11.8% | +28.6% | -40.4% | -51.9% |
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