+19.1%
QMAR vs VT
+21.4%
-2.3%
-3.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.1% |
| 7D | +0.5% | +1.0% | -0.5% | +0.1% |
| 30D | +0.7% | -0.2% | +0.9% | +0.8% |
| 3M | +2.7% | +4.5% | -1.8% | +0.8% |
| 6M | +14.0% | +14.1% | 0.0% | +7.6% |
| YTD | +14.9% | +14.8% | +0.2% | +8.1% |
| 1Y | +19.1% | +21.2% | -2.1% | +10.2% |
| All | +19.1% | +21.4% | -2.3% | +10.2% |
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