-39.3%
VG vs QS
+5.0%
-44.3%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.5% |
| 7D | +1.7% | -2.3% | +4.0% | +1.9% |
| 30D | +16.0% | -0.7% | +16.7% | +15.9% |
| 3M | +9.7% | -39.6% | +49.4% | +14.4% |
| 6M | +29.6% | -21.7% | +51.3% | +29.8% |
| YTD | +112.0% | -47.4% | +159.4% | +124.3% |
| 1Y | +12.8% | -28.4% | +41.2% | +9.5% |
| All | -39.3% | +5.0% | -44.3% | -50.2% |
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