+45.9%
VNQ vs QS
-47.0%
+92.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.6% | +5.6% | -0.7% |
| 7D | -0.9% | -4.2% | +3.3% | -0.7% |
| 30D | -2.2% | -15.7% | +13.4% | -1.6% |
| 3M | -1.9% | -28.7% | +26.8% | -0.8% |
| 6M | +3.2% | -23.2% | +26.5% | +3.8% |
| YTD | +9.4% | -49.9% | +59.3% | +11.9% |
| 1Y | +7.5% | -38.8% | +46.3% | +8.2% |
| 3Y | +31.1% | -24.0% | +55.1% | +26.3% |
| 5Y | +6.6% | -75.6% | +82.1% | +3.6% |
| All | +45.9% | -47.0% | +92.9% | +42.7% |
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 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