-94.0%
QUCY vs VT
+63.2%
-157.2%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | 0.0% | +4.6% | +4.6% |
| 7D | +12.0% | +0.4% | +11.5% | +11.1% |
| 30D | +9.7% | +1.0% | +8.7% | +8.1% |
| 3M | -31.8% | +2.4% | -34.1% | -33.6% |
| 6M | +74.7% | +12.0% | +62.7% | +51.5% |
| YTD | +42.0% | +15.3% | +26.6% | +18.1% |
| 1Y | -5.4% | +22.6% | -27.9% | -27.9% |
| 3Y | -48.2% | +74.7% | -122.9% | -72.7% |
| All | -94.0% | +63.2% | -157.2% | -97.4% |
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