-15.6%
VMC vs QS
-36.7%
+21.1%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-11 to 2026-09-11.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.9% | -1.1% | +0.7% |
| 7D | -3.8% | -3.6% | -0.1% | -3.6% |
| 30D | -9.7% | -17.2% | +7.6% | -8.8% |
| 3M | -9.6% | -27.0% | +17.3% | -8.4% |
| 6M | -4.8% | -24.6% | +19.7% | -4.0% |
| YTD | -10.9% | -49.3% | +38.5% | -9.4% |
| 1Y | -15.6% | -40.3% | +24.8% | -13.2% |
| All | -15.6% | -36.7% | +21.1% | -13.2% |
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 2025-09-11 to 2026-09-11: 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…
2025-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling