+50.0%
VG vs QS
-74.7%
+124.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.1% | -4.0% | +0.3% |
| 7D | -22.0% | +5.4% | -27.5% | -21.7% |
| 30D | -11.6% | -5.3% | -6.3% | -11.5% |
| 3M | -14.9% | -22.6% | +7.7% | -15.4% |
| 6M | -3.5% | -46.2% | +42.6% | -3.0% |
| YTD | +70.0% | -58.9% | +128.9% | +93.0% |
| 1Y | +50.0% | -73.1% | +123.1% | +89.7% |
| All | +50.0% | -74.7% | +124.7% | +89.7% |
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