-30.2%
QCML price history and return analytics
+11.9%
-42.0%
-68.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +3.3% |
| 7D | +27.2% | +2.9% | +24.3% | +13.1% |
| 30D | -4.5% | -2.5% | -2.0% | +10.7% |
| 3M | +8.1% | -3.3% | +11.4% | +30.6% |
| 6M | -44.1% | +1.5% | -45.6% | -39.5% |
| YTD | -25.0% | +11.4% | -36.4% | -32.5% |
| 1Y | -30.2% | +11.9% | -42.1% | -37.7% |
| All | -30.2% | +11.9% | -42.0% | -37.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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