-46.7%
QS vs VYM
+131.4%
-178.0%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.3% | +0.7% |
| 7D | -3.6% | -0.8% | -2.9% | -2.2% |
| 30D | -17.2% | -2.2% | -15.0% | -13.7% |
| 3M | -27.0% | +3.1% | -30.0% | -30.8% |
| 6M | -24.6% | +9.7% | -34.3% | -35.5% |
| YTD | -49.3% | +14.9% | -64.2% | -59.8% |
| 1Y | -40.3% | +17.6% | -57.9% | -54.0% |
| 3Y | -23.8% | +65.3% | -89.1% | -67.0% |
| 5Y | -75.0% | +78.7% | -153.7% | -89.1% |
| All | -46.7% | +131.4% | -178.0% | -80.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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