+614.6%
VLO vs QS
-74.8%
+689.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -6.6% | +8.2% | +1.8% |
| 7D | +6.2% | -4.2% | +10.5% | +6.4% |
| 30D | +23.5% | -15.7% | +39.2% | +24.2% |
| 3M | +53.9% | -28.7% | +82.5% | +55.3% |
| 6M | +81.7% | -23.2% | +104.9% | +82.2% |
| YTD | +142.5% | -49.9% | +192.4% | +147.4% |
| 1Y | +145.4% | -38.8% | +184.2% | +146.4% |
| 3Y | +197.3% | -24.0% | +221.3% | +184.8% |
| 5Y | +614.6% | -75.6% | +690.2% | +605.7% |
| All | +614.6% | -74.8% | +689.4% | +605.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling