-99.8%
QNTM vs VT
+138.6%
-238.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.5% | -0.5% |
| 7D | -11.6% | -2.3% | -9.2% | -9.0% |
| 30D | -33.1% | -5.0% | -28.1% | -28.6% |
| 3M | -34.8% | -4.9% | -30.0% | -30.8% |
| 6M | -60.1% | -1.5% | -58.6% | -59.9% |
| YTD | -71.2% | +8.5% | -79.6% | -74.8% |
| 1Y | -75.5% | +11.4% | -86.9% | -79.2% |
| 3Y | -96.9% | +70.1% | -167.0% | -98.3% |
| 5Y | -97.9% | +53.7% | -151.6% | -98.7% |
| All | -99.8% | +138.6% | -238.5% | -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 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