-75.0%
QS vs VYM
+77.5%
-152.5%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.3% | +0.5% |
| 7D | -3.6% | -0.8% | -2.9% | -1.9% |
| 30D | -17.2% | -2.2% | -15.0% | -13.0% |
| 3M | -27.0% | +3.1% | -30.0% | -31.6% |
| 6M | -24.6% | +9.7% | -34.3% | -37.4% |
| YTD | -49.3% | +14.9% | -64.2% | -61.6% |
| 1Y | -40.3% | +17.6% | -57.9% | -56.4% |
| 3Y | -23.8% | +65.3% | -89.1% | -73.5% |
| All | -75.0% | +77.5% | -152.5% | -91.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling