-47.7%
QS vs VYM
+129.8%
-177.5%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.2% | +0.2% |
| 7D | -5.0% | -1.9% | -3.1% | -1.6% |
| 30D | -18.3% | -2.6% | -15.7% | -14.2% |
| 3M | -26.0% | +3.6% | -29.6% | -30.5% |
| 6M | -24.0% | +8.7% | -32.7% | -33.9% |
| YTD | -50.3% | +14.1% | -64.4% | -60.1% |
| 1Y | -38.0% | +17.8% | -55.8% | -52.3% |
| 3Y | -24.6% | +64.5% | -89.1% | -67.1% |
| 5Y | -75.4% | +77.5% | -153.0% | -89.2% |
| All | -47.7% | +129.8% | -177.5% | -80.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling