-49.4%
VG vs QS
-14.8%
-34.6%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.6% | +4.3% | +1.9% |
| 7D | -7.7% | +8.0% | -15.7% | -8.2% |
| 30D | -8.8% | -2.8% | -6.0% | -8.7% |
| 3M | -15.6% | -28.1% | +12.5% | -13.7% |
| 6M | +5.2% | -41.0% | +46.2% | +8.5% |
| YTD | +76.9% | -57.3% | +134.2% | +89.8% |
| 1Y | +42.5% | -72.7% | +115.2% | +62.2% |
| All | -49.4% | -14.8% | -34.6% | -57.9% |
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