+726.4%
VLO vs QS
-44.4%
+770.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.5% | 0.0% |
| 7D | +5.2% | -2.3% | +7.5% | +5.3% |
| 30D | +22.6% | -0.7% | +23.3% | +22.6% |
| 3M | +43.8% | -39.6% | +83.4% | +45.7% |
| 6M | +65.7% | -21.7% | +87.5% | +66.1% |
| YTD | +131.1% | -47.4% | +178.5% | +134.6% |
| 1Y | +143.6% | -28.4% | +172.0% | +143.1% |
| 3Y | +201.4% | -22.6% | +224.0% | +192.6% |
| 5Y | +568.9% | -75.6% | +644.5% | +557.6% |
| All | +726.4% | -44.4% | +770.8% | +674.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling