+69.5%
VG vs QS
-73.9%
+143.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -5.4% | +10.9% | +5.2% |
| 7D | +5.5% | -5.0% | +10.5% | +5.2% |
| 30D | -3.6% | -1.4% | -2.2% | -3.4% |
| 3M | -4.0% | -33.6% | +29.6% | -5.2% |
| 6M | +9.4% | -47.6% | +57.0% | +9.6% |
| YTD | +86.6% | -59.6% | +146.2% | +110.6% |
| 1Y | +69.5% | -73.5% | +143.0% | +108.4% |
| All | +69.5% | -73.9% | +143.4% | +108.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling