-92.6%
QMCO vs VT
+357.8%
-450.4%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -0.4% |
| 7D | +21.5% | +2.9% | +18.6% | +16.7% |
| 30D | -37.3% | -2.5% | -34.8% | -33.2% |
| 3M | -24.2% | -3.3% | -20.9% | -17.6% |
| 6M | +86.0% | +1.5% | +84.5% | +89.3% |
| YTD | +157.8% | +11.4% | +146.5% | +135.2% |
| 1Y | +116.0% | +11.9% | +104.1% | +96.4% |
| 3Y | +84.8% | +73.9% | +10.9% | -12.2% |
| 5Y | -87.3% | +57.9% | -145.2% | -92.7% |
| 10Y | -87.2% | +222.6% | -309.8% | -97.3% |
| All | -92.6% | +357.8% | -450.4% | -99.1% |
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