-92.4%
QNME vs VT
+42.9%
-135.3%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -0.3% | -7.6% | -7.6% |
| 7D | -18.5% | +2.4% | -20.9% | -20.7% |
| 30D | -49.8% | -1.5% | -48.3% | -49.0% |
| 3M | -45.7% | -4.1% | -41.6% | -43.3% |
| 6M | -46.3% | +0.6% | -46.8% | -45.6% |
| YTD | -65.8% | +11.0% | -76.9% | -67.7% |
| 1Y | -70.5% | +13.3% | -83.8% | -72.4% |
| All | -92.4% | +42.9% | -135.3% | -94.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling