-44.6%
QS vs VT
+122.6%
-167.2%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -2.3% | +0.4% | -2.8% | -3.3% |
| 30D | -0.7% | +1.0% | -1.7% | -2.5% |
| 3M | -39.6% | +2.4% | -42.0% | -41.3% |
| 6M | -21.7% | +12.0% | -33.7% | -36.5% |
| YTD | -47.4% | +15.3% | -62.7% | -59.4% |
| 1Y | -28.4% | +22.6% | -50.9% | -50.4% |
| 3Y | -22.6% | +74.7% | -97.3% | -73.8% |
| 5Y | -75.6% | +66.1% | -141.7% | -90.7% |
| All | -44.6% | +122.6% | -167.2% | -76.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling