+229.2%
VGT vs QS
-47.0%
+276.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.6% | +6.5% | +0.4% |
| 7D | +1.5% | -4.2% | +5.7% | +1.8% |
| 30D | +0.5% | -15.7% | +16.2% | +1.8% |
| 3M | +5.3% | -28.7% | +33.9% | +7.7% |
| 6M | +32.4% | -23.2% | +55.7% | +34.5% |
| YTD | +28.6% | -49.9% | +78.5% | +34.3% |
| 1Y | +37.6% | -38.8% | +76.4% | +40.4% |
| 3Y | +125.5% | -24.0% | +149.5% | +116.0% |
| 5Y | +135.2% | -75.6% | +210.8% | +129.9% |
| All | +229.2% | -47.0% | +276.2% | +254.8% |
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