+770.3%
VLO vs QS
-46.4%
+816.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.9% | -0.6% | +1.2% |
| 7D | +5.3% | -3.6% | +9.0% | +5.4% |
| 30D | +18.2% | -17.2% | +35.5% | +18.9% |
| 3M | +53.3% | -27.0% | +80.3% | +54.5% |
| 6M | +70.4% | -24.6% | +95.0% | +71.0% |
| YTD | +143.4% | -49.3% | +192.7% | +147.3% |
| 1Y | +153.0% | -40.3% | +193.3% | +154.3% |
| 3Y | +195.0% | -23.8% | +218.8% | +186.4% |
| 5Y | +618.8% | -75.0% | +693.7% | +606.3% |
| All | +770.3% | -46.4% | +816.7% | +716.0% |
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