-96.6%
QNTM vs VT
+74.1%
-170.7%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +2.6% | +3.3% | +1.9% |
| 7D | -1.3% | +0.4% | -1.7% | -1.9% |
| 30D | -24.1% | -2.6% | -21.6% | -20.7% |
| 3M | -35.4% | -3.2% | -32.1% | -32.0% |
| 6M | -54.3% | +0.9% | -55.2% | -56.1% |
| YTD | -69.5% | +11.3% | -80.8% | -76.5% |
| 1Y | -75.0% | +14.0% | -89.0% | -81.6% |
| 3Y | -96.6% | +75.8% | -172.4% | -98.7% |
| All | -96.6% | +74.1% | -170.7% | -98.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling