-41.1%
QS vs VLTO
-9.1%
-31.9%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.8% | +2.8% | +2.0% |
| 7D | +2.2% | -1.6% | +3.8% | +2.2% |
| 30D | -8.1% | -2.9% | -5.2% | -8.1% |
| 3M | -27.0% | +12.7% | -39.7% | -28.2% |
| 6M | -16.4% | +1.6% | -18.0% | -14.4% |
| YTD | -46.4% | -4.0% | -42.4% | -44.9% |
| 1Y | -41.1% | -10.2% | -30.9% | -32.0% |
| All | -41.1% | -9.1% | -31.9% | -32.0% |
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