-28.4%
QS vs VO
+15.8%
-44.2%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +1.2% |
| 7D | -2.3% | -0.3% | -2.1% | -1.6% |
| 30D | -0.7% | -0.3% | -0.4% | +0.6% |
| 3M | -39.6% | +2.9% | -42.6% | -44.0% |
| 6M | -21.7% | +9.3% | -31.1% | -38.5% |
| YTD | -47.4% | +14.2% | -61.6% | -63.9% |
| 1Y | -28.4% | +15.3% | -43.6% | -48.3% |
| All | -28.4% | +15.8% | -44.2% | -48.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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