-46.7%
QS vs VO
+99.1%
-145.7%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.1% | +0.2% |
| 7D | -3.6% | -1.5% | -2.1% | -0.3% |
| 30D | -17.2% | -3.0% | -14.2% | -11.4% |
| 3M | -27.0% | +2.8% | -29.8% | -30.7% |
| 6M | -24.6% | +10.9% | -35.5% | -38.1% |
| YTD | -49.3% | +12.5% | -61.8% | -59.1% |
| 1Y | -40.3% | +12.0% | -52.3% | -50.6% |
| 3Y | -23.8% | +56.3% | -80.1% | -68.1% |
| 5Y | -75.0% | +42.9% | -117.9% | -85.8% |
| All | -46.7% | +99.1% | -145.7% | -69.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling