+229.7%
VGT vs QS
-46.4%
+276.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.9% | -0.7% | +1.1% |
| 7D | -0.2% | -3.6% | +3.5% | +0.1% |
| 30D | -0.4% | -17.2% | +16.8% | +1.0% |
| 3M | +4.4% | -27.0% | +31.4% | +6.7% |
| 6M | +32.1% | -24.6% | +56.6% | +34.3% |
| YTD | +28.8% | -49.3% | +78.1% | +34.4% |
| 1Y | +35.3% | -40.3% | +75.7% | +38.3% |
| 3Y | +124.8% | -23.8% | +148.6% | +115.2% |
| 5Y | +137.9% | -75.0% | +212.9% | +132.4% |
| All | +229.7% | -46.4% | +276.1% | +255.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling