+13.8%
VRT vs QS
-71.4%
+85.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +7.5% | -20.4% | -15.9% |
| 7D | -15.4% | +4.5% | -19.9% | -17.2% |
| 30D | -19.0% | -4.1% | -14.8% | -18.1% |
| 3M | -23.8% | -22.1% | -1.7% | -16.0% |
| 6M | -37.9% | -38.4% | +0.5% | -26.3% |
| YTD | +27.0% | -57.5% | +84.4% | +74.9% |
| 1Y | +13.8% | -71.3% | +85.1% | +88.4% |
| All | +13.8% | -71.4% | +85.2% | +88.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling