+112.6%
VMC vs QS
-44.4%
+156.9%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -5.0% |
| 6M | -10.8% | -21.7% | +11.0% | -10.2% |
| YTD | -7.4% | -47.4% | +40.0% | -5.1% |
| 1Y | -9.5% | -28.4% | +18.9% | -9.5% |
| 3Y | +20.5% | -22.6% | +43.1% | +16.0% |
| 5Y | +51.6% | -75.6% | +127.2% | +47.9% |
| All | +112.6% | -44.4% | +156.9% | +112.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling