+189.2%
VLO vs QS
-20.1%
+209.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.0% | +1.3% | +3.2% |
| 7D | +5.8% | +2.2% | +3.6% | +5.7% |
| 30D | +28.3% | -8.1% | +36.4% | +28.6% |
| 3M | +48.7% | -27.0% | +75.8% | +49.7% |
| 6M | +71.9% | -16.4% | +88.3% | +71.6% |
| YTD | +138.7% | -46.4% | +185.0% | +142.0% |
| 1Y | +148.5% | -41.1% | +189.5% | +149.6% |
| All | +189.2% | -20.1% | +209.4% | +173.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling