-97.2%
QNTM vs VT
+66.2%
-163.3%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | 0.0% | +9.8% | +9.9% |
| 7D | +5.4% | +0.4% | +4.9% | +4.8% |
| 30D | +11.7% | +1.0% | +10.8% | +10.6% |
| 3M | -27.7% | +2.4% | -30.1% | -30.1% |
| 6M | -14.7% | +12.0% | -26.7% | -27.5% |
| YTD | -55.6% | +15.3% | -71.0% | -64.0% |
| 1Y | -77.3% | +22.6% | -99.9% | -82.9% |
| 3Y | -96.1% | +74.7% | -170.8% | -97.9% |
| All | -97.2% | +66.2% | -163.3% | -98.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling