-89.0%
QMCO vs VT
+374.2%
-463.1%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | +11.1% | +0.4% | +10.6% | +10.3% |
| 30D | +113.6% | +1.0% | +112.6% | +111.0% |
| 3M | +56.7% | +2.4% | +54.3% | +53.3% |
| 6M | +414.1% | +12.0% | +402.1% | +344.9% |
| YTD | +283.4% | +15.3% | +268.1% | +222.0% |
| 1Y | +244.4% | +22.6% | +221.8% | +165.7% |
| 3Y | +96.3% | +74.7% | +21.6% | -10.1% |
| 5Y | -79.2% | +66.1% | -145.3% | -89.1% |
| 10Y | -77.6% | +225.0% | -302.6% | -95.5% |
| All | -89.0% | +374.2% | -463.1% | -98.7% |
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