+143.6%
VLO vs QS
-28.5%
+172.1%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.5% | 0.0% |
| 7D | +5.2% | -2.3% | +7.5% | +5.2% |
| 30D | +22.6% | -0.7% | +23.3% | +22.6% |
| 3M | +43.8% | -39.6% | +83.4% | +43.4% |
| 6M | +65.7% | -21.7% | +87.5% | +65.0% |
| YTD | +131.1% | -47.4% | +178.5% | +132.5% |
| 1Y | +143.6% | -28.4% | +172.0% | +156.1% |
| All | +143.6% | -28.5% | +172.1% | +156.1% |
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