-43.5%
QS vs VO
+101.0%
-144.5%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.6% | +2.6% | +3.2% |
| 7D | +2.2% | +0.6% | +1.6% | +0.7% |
| 30D | -8.1% | -1.1% | -7.0% | -5.8% |
| 3M | -27.0% | +4.5% | -31.6% | -33.2% |
| 6M | -16.4% | +11.1% | -27.5% | -31.7% |
| YTD | -46.4% | +13.5% | -59.9% | -57.6% |
| 1Y | -41.1% | +14.5% | -55.6% | -53.5% |
| 3Y | -18.6% | +58.1% | -76.7% | -66.8% |
| 5Y | -73.0% | +43.3% | -116.3% | -84.9% |
| All | -43.5% | +101.0% | -144.5% | -68.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling