+5.6%
VCIT vs QS
-44.4%
+50.0%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | 0.0% |
| 7D | -0.3% | -2.3% | +2.0% | -0.3% |
| 30D | -0.8% | -0.7% | 0.0% | -0.8% |
| 3M | -1.0% | -39.6% | +38.6% | -0.6% |
| 6M | -1.8% | -21.7% | +19.9% | -1.7% |
| YTD | -0.7% | -47.4% | +46.7% | -0.3% |
| 1Y | +1.0% | -28.4% | +29.3% | +1.0% |
| 3Y | +18.8% | -22.6% | +41.4% | +18.0% |
| 5Y | +3.5% | -75.6% | +79.1% | +2.7% |
| All | +5.6% | -44.4% | +50.0% | +5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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