-37.8%
QNME vs VT
-0.9%
-36.9%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | +0.2% | +8.8% | +8.5% |
| 7D | -11.0% | -2.3% | -8.7% | -5.1% |
| 30D | -35.6% | -5.0% | -30.6% | -25.9% |
| 3M | -22.3% | -4.9% | -17.4% | -10.8% |
| 6M | -37.8% | -1.5% | -36.3% | -25.1% |
| All | -37.8% | -0.9% | -36.9% | -25.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling