-90.7%
QNME vs VT
+39.6%
-130.3%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | +0.2% | +8.8% | +8.8% |
| 7D | -11.0% | -2.3% | -8.7% | -8.5% |
| 30D | -35.6% | -5.0% | -30.6% | -31.9% |
| 3M | -22.3% | -4.9% | -17.4% | -17.8% |
| 6M | -37.8% | -1.5% | -36.3% | -35.4% |
| YTD | -58.1% | +8.5% | -66.6% | -59.3% |
| 1Y | -68.9% | +11.4% | -80.3% | -70.3% |
| All | -90.7% | +39.6% | -130.3% | -92.4% |
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 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