+108.0%
VEA vs QS
-47.0%
+155.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.6% | +5.8% | -0.6% |
| 7D | +0.3% | -4.2% | +4.5% | +0.5% |
| 30D | +0.4% | -15.7% | +16.1% | +1.2% |
| 3M | +4.8% | -28.7% | +33.5% | +6.2% |
| 6M | +11.3% | -23.2% | +34.5% | +12.2% |
| YTD | +17.4% | -49.9% | +67.3% | +20.2% |
| 1Y | +26.2% | -38.8% | +65.0% | +27.4% |
| 3Y | +77.7% | -24.0% | +101.8% | +73.1% |
| 5Y | +60.9% | -75.6% | +136.5% | +57.9% |
| All | +108.0% | -47.0% | +155.1% | +109.6% |
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