-24.7%
QS vs VO
+56.0%
-80.7%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.8% | -5.8% | -4.8% |
| 7D | -4.2% | -0.6% | -3.6% | -2.9% |
| 30D | -15.7% | -1.9% | -13.7% | -11.8% |
| 3M | -28.7% | +3.3% | -31.9% | -33.0% |
| 6M | -23.2% | +9.7% | -32.9% | -35.6% |
| YTD | -49.9% | +12.6% | -62.5% | -59.7% |
| 1Y | -38.8% | +13.6% | -52.5% | -50.8% |
| All | -24.7% | +56.0% | -80.7% | -72.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling