-9.5%
VMC vs QS
-28.5%
+19.0%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.4% | +0.9% |
| 7D | -4.3% | -2.3% | -2.0% | -4.2% |
| 30D | -8.2% | -0.7% | -7.5% | -8.2% |
| 3M | -7.0% | -39.6% | +32.6% | -4.7% |
| 6M | -10.8% | -21.7% | +11.0% | -10.1% |
| YTD | -7.4% | -47.4% | +40.0% | -5.6% |
| 1Y | -9.5% | -28.4% | +18.9% | -8.8% |
| All | -9.5% | -28.5% | +19.0% | -8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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