+2.6%
VMC vs QS
-71.4%
+74.0%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +7.5% | -2.9% | +3.8% |
| 7D | +12.3% | +4.5% | +7.9% | +11.8% |
| 30D | +21.2% | -4.1% | +25.3% | +21.4% |
| 3M | +4.6% | -22.1% | +26.8% | +6.6% |
| 6M | +3.9% | -38.4% | +42.3% | +6.8% |
| YTD | +5.0% | -57.5% | +62.5% | +9.5% |
| 1Y | +2.6% | -71.3% | +73.9% | +7.0% |
| All | +2.6% | -71.4% | +74.0% | +7.0% |
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