+7.8%
QRMI vs VT
+63.4%
-55.6%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.6% | -1.8% | -0.2% |
| 7D | -0.4% | +0.4% | -0.8% | -0.6% |
| 30D | -3.2% | -2.6% | -0.6% | -2.3% |
| 3M | -1.1% | -3.2% | +2.2% | +0.1% |
| 6M | +0.2% | +0.9% | -0.7% | -0.2% |
| YTD | +1.4% | +11.3% | -9.9% | -2.8% |
| 1Y | +3.3% | +14.0% | -10.7% | -1.8% |
| 3Y | +24.5% | +75.8% | -51.3% | +0.4% |
| 5Y | +8.0% | +57.8% | -49.8% | -8.0% |
| All | +7.8% | +63.4% | -55.6% | -10.2% |
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 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