-71.3%
QS vs VLTO
+18.3%
-89.6%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.6% | +6.9% | +7.5% |
| 7D | +4.5% | +13.8% | -9.4% | +4.5% |
| 30D | -4.1% | +21.2% | -25.3% | -4.2% |
| 3M | -22.1% | +21.5% | -43.6% | -22.2% |
| 6M | -38.4% | +33.0% | -71.4% | -38.7% |
| YTD | -57.5% | +17.8% | -75.3% | -56.6% |
| 1Y | -71.3% | +18.1% | -89.4% | -70.7% |
| All | -71.3% | +18.3% | -89.6% | -70.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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