-91.3%
QNME vs VT
+47.7%
-139.0%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.5% | +5.3% | +5.3% |
| 7D | +5.2% | +1.0% | +4.1% | +4.0% |
| 30D | -27.7% | -0.2% | -27.5% | -27.5% |
| 3M | -43.1% | +4.5% | -47.7% | -44.4% |
| 6M | -44.3% | +14.1% | -58.4% | -49.0% |
| YTD | -61.0% | +14.8% | -75.8% | -64.4% |
| 1Y | -71.3% | +21.2% | -92.5% | -74.7% |
| All | -91.3% | +47.7% | -139.0% | -93.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling