-34.4%
QS vs VLTO
+54.8%
-89.2%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.5% | +3.7% | +3.9% |
| 7D | +5.4% | +5.4% | 0.0% | +3.1% |
| 30D | -5.3% | +22.3% | -27.6% | -13.5% |
| 3M | -22.6% | +19.6% | -42.2% | -28.6% |
| 6M | -46.2% | +35.2% | -81.3% | -54.0% |
| YTD | -58.9% | +17.9% | -76.8% | -61.9% |
| 1Y | -73.1% | +19.5% | -92.6% | -75.3% |
| 3Y | -27.2% | +73.9% | -101.1% | -53.4% |
| All | -34.4% | +54.8% | -89.2% | -53.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling