-75.0%
QS vs VTEB
+1.2%
-76.3%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.6% | +0.7% |
| 7D | -3.6% | -0.9% | -2.7% | -0.3% |
| 30D | -17.2% | -2.5% | -14.7% | -9.3% |
| 3M | -27.0% | -3.0% | -24.0% | -18.2% |
| 6M | -24.6% | -2.1% | -22.4% | -17.3% |
| YTD | -49.3% | -1.5% | -47.8% | -45.7% |
| 1Y | -40.3% | +0.2% | -40.5% | -39.3% |
| 3Y | -23.8% | +8.6% | -32.4% | -39.3% |
| All | -75.0% | +1.2% | -76.3% | -79.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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