+178.4%
QMOM vs VT
+220.4%
-42.0%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.4% |
| 7D | -7.2% | -2.3% | -4.9% | -4.7% |
| 30D | -10.4% | -5.0% | -5.5% | -5.0% |
| 3M | -13.0% | -4.9% | -8.1% | -7.8% |
| 6M | -18.0% | -1.5% | -16.5% | -16.2% |
| YTD | +0.9% | +8.5% | -7.6% | -7.2% |
| 1Y | +1.1% | +11.4% | -10.3% | -9.6% |
| 3Y | +54.6% | +70.1% | -15.4% | -12.9% |
| 5Y | +24.2% | +53.7% | -29.5% | -21.4% |
| 10Y | +195.5% | +220.0% | -24.4% | -2.8% |
| All | +178.4% | +220.4% | -42.0% | -7.1% |
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