+86.9%
QMAR vs VT
+78.9%
+8.0%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | +0.2% |
| 7D | +3.3% | +2.9% | +0.4% | +1.1% |
| 30D | -2.3% | -2.5% | +0.2% | -0.5% |
| 3M | +0.2% | -3.3% | +3.5% | +2.7% |
| 6M | +2.6% | +1.5% | +1.1% | +1.2% |
| YTD | +14.4% | +11.4% | +3.0% | +4.6% |
| 1Y | +15.9% | +11.9% | +4.0% | +5.6% |
| 3Y | +51.7% | +73.9% | -22.2% | -3.6% |
| 5Y | +67.7% | +57.9% | +9.8% | +10.2% |
| All | +86.9% | +78.9% | +8.0% | +14.3% |
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 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