-93.2%
QMCO vs VT
+356.5%
-449.7%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -0.3% | -7.5% | -7.3% |
| 7D | +6.0% | +2.4% | +3.7% | +2.7% |
| 30D | -35.7% | -1.5% | -34.2% | -32.8% |
| 3M | -37.8% | -4.1% | -33.7% | -31.6% |
| 6M | +74.1% | +0.6% | +73.6% | +80.1% |
| YTD | +137.8% | +11.0% | +126.8% | +118.0% |
| 1Y | +118.2% | +13.3% | +104.9% | +94.2% |
| 3Y | +70.4% | +73.4% | -2.9% | -18.6% |
| 5Y | -88.3% | +57.4% | -145.7% | -93.2% |
| 10Y | -88.2% | +221.7% | -309.9% | -97.5% |
| All | -93.2% | +356.5% | -449.7% | -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