-43.5%
QS vs VEU
+99.6%
-143.1%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.4% | +2.8% |
| 7D | +2.2% | +1.7% | +0.5% | -1.1% |
| 30D | -8.1% | +1.0% | -9.0% | -9.6% |
| 3M | -27.0% | +5.6% | -32.6% | -33.6% |
| 6M | -16.4% | +13.7% | -30.1% | -32.8% |
| YTD | -46.4% | +17.7% | -64.1% | -59.3% |
| 1Y | -41.1% | +25.8% | -66.9% | -60.2% |
| 3Y | -18.6% | +77.1% | -95.7% | -70.0% |
| 5Y | -73.0% | +57.1% | -130.2% | -88.3% |
| All | -43.5% | +99.6% | -143.1% | -70.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling