+93.2%
QEMM vs VT
+214.8%
-121.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -4.1% | -0.5% | -1.2% |
| 7D | -5.6% | -4.2% | -1.4% | -2.1% |
| 30D | -11.0% | -5.8% | -5.2% | -6.4% |
| 3M | -8.5% | -5.2% | -3.2% | -4.2% |
| 6M | -6.0% | +0.1% | -6.1% | -5.7% |
| YTD | +11.6% | +8.2% | +3.3% | +5.5% |
| 1Y | +12.6% | +10.1% | +2.5% | +5.0% |
| 3Y | +53.4% | +69.7% | -16.2% | +1.0% |
| 5Y | +33.3% | +53.4% | -20.1% | -5.4% |
| All | +93.2% | +214.8% | -121.6% | -34.5% |
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 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