-91.7%
QNME vs VT
+48.4%
-140.2%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | -6.5% | +0.4% | -6.9% | -6.9% |
| 30D | -35.1% | +1.0% | -36.1% | -35.7% |
| 3M | -46.6% | +2.4% | -49.0% | -47.3% |
| 6M | -52.8% | +12.0% | -64.8% | -56.2% |
| YTD | -62.8% | +15.3% | -78.1% | -66.2% |
| 1Y | -72.4% | +22.6% | -95.0% | -75.9% |
| All | -91.7% | +48.4% | -140.2% | -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