-28.3%
QCMU vs VT
+22.4%
-50.7%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +0.2% | +11.2% | +10.5% |
| 7D | -0.7% | -2.3% | +1.6% | +11.6% |
| 30D | -16.5% | -5.0% | -11.6% | +7.0% |
| 3M | -2.5% | -4.9% | +2.4% | +26.1% |
| 6M | -43.2% | -1.5% | -41.7% | -30.5% |
| YTD | -34.8% | +8.5% | -43.3% | -38.4% |
| 1Y | -37.4% | +11.4% | -48.8% | -46.5% |
| All | -28.3% | +22.4% | -50.7% | -49.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling