-99.7%
QNTM vs VT
+152.4%
-252.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +2.2% |
| 7D | +8.2% | +1.0% | +7.2% | +6.8% |
| 30D | -4.6% | -0.2% | -4.4% | -4.3% |
| 3M | -18.8% | +4.5% | -23.3% | -23.6% |
| 6M | -6.0% | +14.1% | -20.1% | -22.2% |
| YTD | -54.9% | +14.8% | -69.7% | -63.2% |
| 1Y | -74.7% | +21.2% | -95.9% | -80.5% |
| 3Y | -95.9% | +76.6% | -172.5% | -97.9% |
| 5Y | -97.0% | +66.6% | -163.5% | -98.3% |
| All | -99.7% | +152.4% | -252.2% | -99.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling