-24.7%
QS vs VIG
+55.4%
-80.1%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.5% | -6.1% | -5.5% |
| 7D | -4.2% | -1.2% | -3.1% | -1.9% |
| 30D | -15.7% | -2.8% | -12.8% | -10.5% |
| 3M | -28.7% | +2.5% | -31.2% | -32.0% |
| 6M | -23.2% | +8.1% | -31.3% | -33.6% |
| YTD | -49.9% | +9.6% | -59.5% | -57.4% |
| 1Y | -38.8% | +14.2% | -53.0% | -51.2% |
| All | -24.7% | +55.4% | -80.1% | -73.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling