-92.0%
QNME vs VT
+43.2%
-135.2%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | +2.6% | -16.5% | -16.5% |
| 7D | -23.4% | +0.4% | -23.8% | -23.7% |
| 30D | -56.7% | -2.6% | -54.1% | -55.5% |
| 3M | -33.1% | -3.2% | -29.9% | -30.7% |
| 6M | -48.0% | +0.9% | -48.9% | -47.5% |
| YTD | -63.9% | +11.3% | -75.2% | -66.0% |
| 1Y | -69.4% | +14.0% | -83.4% | -71.6% |
| All | -92.0% | +43.2% | -135.2% | -93.7% |
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