+746.7%
VLO vs QS
-62.6%
+809.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -5.2% | +6.5% | +1.4% |
| 7D | +9.6% | -14.0% | +23.7% | +10.1% |
| 30D | -17.4% | -6.4% | -11.0% | -17.3% |
| 3M | +10.8% | -40.3% | +51.0% | +12.3% |
| 6M | +56.9% | -57.5% | +114.5% | +60.3% |
| YTD | +136.8% | -64.7% | +201.5% | +142.8% |
| 1Y | +120.7% | -72.9% | +193.5% | +128.2% |
| 3Y | +231.9% | -33.5% | +265.4% | +223.1% |
| 5Y | +479.0% | -90.5% | +569.5% | +484.4% |
| All | +746.7% | -62.6% | +809.4% | +701.2% |
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 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