-40.3%
QS vs VIG
+13.0%
-53.4%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.2% | -0.3% |
| 7D | -3.6% | -1.1% | -2.6% | -0.4% |
| 30D | -17.2% | -2.7% | -14.5% | -9.7% |
| 3M | -27.0% | +2.5% | -29.5% | -32.9% |
| 6M | -24.6% | +9.2% | -33.8% | -42.3% |
| YTD | -49.3% | +9.8% | -59.2% | -61.7% |
| 1Y | -40.3% | +12.4% | -52.7% | -59.6% |
| All | -40.3% | +13.0% | -53.4% | -59.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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