-55.1%
QS vs VT
+113.8%
-168.8%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.2% | -1.6% |
| 7D | +8.0% | -0.1% | +8.2% | +8.8% |
| 30D | -2.8% | -3.1% | +0.2% | +4.7% |
| 3M | -28.1% | -3.5% | -24.6% | -21.5% |
| 6M | -41.0% | +0.5% | -41.4% | -39.4% |
| YTD | -57.3% | +10.8% | -68.1% | -63.7% |
| 1Y | -72.7% | +11.9% | -84.6% | -77.2% |
| 3Y | -18.6% | +73.0% | -91.6% | -71.9% |
| 5Y | -87.0% | +58.6% | -145.6% | -94.5% |
| All | -55.1% | +113.8% | -168.8% | -78.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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