+210.9%
QVAL vs VOO
+314.0%
-103.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.4% |
| 7D | -0.3% | +0.5% | -0.8% | -0.8% |
| 30D | +1.8% | -0.9% | +2.7% | +2.7% |
| 3M | +11.4% | +3.9% | +7.5% | +6.9% |
| 6M | +19.1% | +14.5% | +4.6% | +3.4% |
| YTD | +26.8% | +13.0% | +13.8% | +11.5% |
| 1Y | +34.4% | +19.4% | +14.9% | +11.5% |
| 3Y | +71.7% | +78.9% | -7.2% | -7.1% |
| 5Y | +90.8% | +82.3% | +8.5% | +1.5% |
| 10Y | +210.9% | +314.2% | -103.3% | -26.2% |
| All | +210.9% | +314.0% | -103.1% | -26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 VOO 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