+125.9%
VMC vs QS
-62.6%
+188.6%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.2% | +4.6% | -0.3% |
| 7D | -1.3% | -14.0% | +12.8% | -0.5% |
| 30D | +15.5% | -6.4% | +21.8% | +15.8% |
| 3M | +0.6% | -40.3% | +40.8% | +3.1% |
| 6M | +2.1% | -57.5% | +59.6% | +6.0% |
| YTD | -1.6% | -64.7% | +63.1% | +2.8% |
| 1Y | -1.2% | -72.9% | +71.7% | +4.4% |
| 3Y | +35.3% | -33.5% | +68.8% | +31.3% |
| 5Y | +43.6% | -90.5% | +134.1% | +43.2% |
| All | +125.9% | -62.6% | +188.6% | +130.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling