+47.7%
VMC vs QS
-74.8%
+122.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -6.6% | +3.4% | -2.7% |
| 7D | -5.3% | -4.2% | -1.1% | -5.0% |
| 30D | -12.3% | -15.7% | +3.4% | -11.0% |
| 3M | -10.3% | -28.7% | +18.4% | -8.0% |
| 6M | -8.6% | -23.2% | +14.7% | -7.4% |
| YTD | -11.9% | -49.9% | +38.0% | -7.6% |
| 1Y | -13.9% | -38.8% | +24.9% | -13.0% |
| 3Y | +18.2% | -24.0% | +42.2% | +7.9% |
| 5Y | +47.7% | -75.6% | +123.3% | +44.5% |
| All | +47.7% | -74.8% | +122.5% | +44.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling