-99.8%
QNTM vs VT
+144.9%
-244.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +2.6% | +3.3% | +2.8% |
| 7D | -1.3% | +0.4% | -1.7% | -1.7% |
| 30D | -24.1% | -2.6% | -21.6% | -21.4% |
| 3M | -35.4% | -3.2% | -32.1% | -32.7% |
| 6M | -54.3% | +0.9% | -55.2% | -55.4% |
| YTD | -69.5% | +11.3% | -80.8% | -74.1% |
| 1Y | -75.0% | +14.0% | -89.0% | -79.3% |
| 3Y | -96.6% | +75.8% | -172.4% | -98.2% |
| 5Y | -97.8% | +57.8% | -155.6% | -98.7% |
| All | -99.8% | +144.9% | -244.7% | -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