+73.6%
VEA vs QS
-26.0%
+99.6%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.5% | -1.2% |
| 7D | -2.1% | -5.0% | +2.9% | -1.7% |
| 30D | -1.1% | -18.3% | +17.2% | +0.3% |
| 3M | +5.1% | -26.0% | +31.1% | +6.8% |
| 6M | +9.8% | -24.0% | +33.8% | +11.2% |
| YTD | +15.9% | -50.3% | +66.2% | +19.9% |
| 1Y | +24.6% | -38.0% | +62.5% | +26.1% |
| All | +73.6% | -26.0% | +99.6% | +65.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling