-60.8%
QS vs VO
+101.8%
-162.6%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -0.9% | -7.0% | -5.9% |
| 7D | -5.6% | +2.9% | -8.5% | -11.3% |
| 30D | -5.8% | +1.0% | -6.8% | -7.3% |
| 3M | -39.2% | -1.7% | -37.5% | -36.3% |
| 6M | -53.9% | +6.7% | -60.6% | -58.9% |
| YTD | -62.8% | +14.0% | -76.7% | -70.6% |
| 1Y | -73.5% | +13.7% | -87.2% | -78.9% |
| 3Y | -29.1% | +65.8% | -94.9% | -74.0% |
| 5Y | -90.0% | +36.6% | -126.6% | -94.1% |
| All | -60.8% | +101.8% | -162.6% | -78.1% |
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