+120.6%
VLO vs QS
-71.4%
+192.0%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +7.5% | -13.3% | -5.4% |
| 7D | -6.0% | +4.5% | -10.4% | -5.7% |
| 30D | -12.9% | -4.1% | -8.8% | -12.5% |
| 3M | +18.3% | -22.1% | +40.5% | +18.9% |
| 6M | +46.4% | -38.4% | +84.8% | +46.1% |
| YTD | +127.7% | -57.5% | +185.2% | +137.9% |
| 1Y | +120.6% | -71.3% | +191.9% | +136.6% |
| All | +120.6% | -71.4% | +192.0% | +136.6% |
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