-14.2%
QCMU vs VT
+29.5%
-43.6%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.5% | +6.8% | +8.2% |
| 7D | +10.1% | +1.0% | +9.1% | +5.6% |
| 30D | +7.3% | -0.2% | +7.5% | +8.1% |
| 3M | -41.5% | +4.5% | -46.0% | -48.3% |
| 6M | +28.1% | +14.1% | +14.1% | -6.6% |
| YTD | -21.9% | +14.8% | -36.7% | -44.3% |
| 1Y | -16.5% | +21.2% | -37.7% | -48.4% |
| All | -14.2% | +29.5% | -43.6% | -54.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling