-88.6%
QS vs VT
+53.4%
-142.0%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.2% | +3.9% | +3.6% |
| 7D | +5.4% | -2.3% | +7.7% | +12.0% |
| 30D | -5.3% | -5.0% | -0.4% | +7.7% |
| 3M | -22.6% | -4.9% | -17.7% | -11.7% |
| 6M | -46.2% | -1.5% | -44.6% | -41.9% |
| YTD | -58.9% | +8.5% | -67.4% | -64.3% |
| 1Y | -73.1% | +11.4% | -84.5% | -78.0% |
| 3Y | -27.2% | +70.1% | -97.3% | -78.7% |
| All | -88.6% | +53.4% | -142.0% | -94.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling