+206.3%
QMOM price history and return analytics
+233.9%
-27.6%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.8% | -0.7% |
| 7D | -1.2% | -2.0% | +0.8% | +1.1% |
| 30D | -5.4% | -1.4% | -4.0% | -3.8% |
| 3M | -2.9% | +4.7% | -7.6% | -7.8% |
| 6M | +3.0% | +11.4% | -8.3% | -8.3% |
| YTD | +11.0% | +13.1% | -2.1% | -2.7% |
| 1Y | +13.5% | +19.0% | -5.5% | -5.9% |
| 3Y | +65.5% | +73.9% | -8.5% | -9.2% |
| 5Y | +47.6% | +65.4% | -17.8% | -13.9% |
| 10Y | +221.8% | +225.4% | -3.6% | +2.3% |
| All | +206.3% | +233.9% | -27.6% | -2.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling