+19.6%
QMAR vs VT
+23.4%
-3.8%
-3.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.6% | 0.0% |
| 7D | +0.2% | +0.1% | +0.1% | +0.2% |
| 30D | +1.4% | +0.8% | +0.6% | +1.0% |
| 3M | +1.8% | +2.8% | -1.0% | +0.5% |
| 6M | +14.0% | +13.0% | +1.0% | +7.9% |
| YTD | +15.1% | +15.4% | -0.3% | +8.0% |
| All | +19.6% | +23.4% | -3.8% | +10.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling