+107.7%
VEA vs QS
-46.4%
+154.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.9% | -0.9% | +1.0% |
| 7D | -1.5% | -3.6% | +2.2% | -1.3% |
| 30D | -0.8% | -17.2% | +16.4% | 0.0% |
| 3M | +2.5% | -27.0% | +29.4% | +3.7% |
| 6M | +11.1% | -24.6% | +35.7% | +12.1% |
| YTD | +17.2% | -49.3% | +66.5% | +19.9% |
| 1Y | +24.5% | -40.3% | +64.8% | +25.8% |
| 3Y | +75.4% | -23.8% | +99.2% | +70.8% |
| 5Y | +61.1% | -75.0% | +136.0% | +58.0% |
| All | +107.7% | -46.4% | +154.1% | +109.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling