-43.5%
QS vs VIG
+108.7%
-152.3%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.8% | +2.8% | +3.5% |
| 7D | +2.2% | -0.4% | +2.6% | +2.9% |
| 30D | -8.1% | -2.1% | -6.0% | -4.4% |
| 3M | -27.0% | +3.3% | -30.4% | -31.3% |
| 6M | -16.4% | +9.3% | -25.7% | -28.3% |
| YTD | -46.4% | +10.1% | -56.5% | -54.3% |
| 1Y | -41.1% | +14.7% | -55.8% | -52.7% |
| 3Y | -18.6% | +56.9% | -75.6% | -62.2% |
| 5Y | -73.0% | +62.9% | -136.0% | -87.7% |
| All | -43.5% | +108.7% | -152.3% | -68.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling