-47.7%
QS vs VEU
+95.5%
-143.2%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | +1.7% |
| 7D | -5.0% | -1.9% | -3.0% | -1.2% |
| 30D | -18.3% | -0.7% | -17.6% | -16.9% |
| 3M | -26.0% | +4.9% | -30.9% | -31.6% |
| 6M | -24.0% | +9.8% | -33.9% | -34.7% |
| YTD | -50.3% | +15.3% | -65.6% | -60.7% |
| 1Y | -38.0% | +23.0% | -61.0% | -56.2% |
| 3Y | -24.6% | +73.5% | -98.1% | -71.0% |
| 5Y | -75.4% | +54.5% | -129.9% | -88.9% |
| All | -47.7% | +95.5% | -143.2% | -71.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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