+4.4%
QUMS vs VT
+11.9%
-7.5%
-0.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | 0.0% |
| 7D | 0.0% | +2.9% | -2.8% | 0.0% |
| 30D | +0.3% | -2.5% | +2.8% | +0.4% |
| 3M | +1.1% | -3.3% | +4.4% | +1.2% |
| 6M | +2.4% | +1.5% | +0.9% | +2.4% |
| YTD | +4.0% | +11.4% | -7.3% | +4.0% |
| 1Y | +4.4% | +11.9% | -7.5% | +4.3% |
| All | +4.4% | +11.9% | -7.5% | +4.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling