-99.4%
QNCX vs VT
+147.4%
-246.8%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.6% | +4.4% | +4.4% |
| 7D | +35.7% | +2.9% | +32.8% | +31.7% |
| 30D | +42.7% | -2.5% | +45.2% | +46.6% |
| 3M | +27.3% | -3.3% | +30.6% | +32.0% |
| 6M | +60.4% | +0.9% | +59.5% | +59.0% |
| YTD | -94.1% | +11.4% | -105.4% | -94.5% |
| 1Y | -88.4% | +11.9% | -100.3% | -89.2% |
| 3Y | -77.9% | +73.9% | -151.8% | -87.8% |
| 5Y | -98.6% | +57.9% | -156.5% | -99.1% |
| All | -99.4% | +147.4% | -246.8% | -99.8% |
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