+123.4%
VRT vs QS
-28.5%
+151.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.6% | +3.8% | +4.2% |
| 7D | +9.1% | -2.3% | +11.4% | +9.9% |
| 30D | +0.9% | -0.7% | +1.7% | +0.9% |
| 3M | -13.4% | -39.6% | +26.3% | -1.7% |
| 6M | +11.7% | -21.7% | +33.4% | +18.0% |
| YTD | +73.2% | -47.4% | +120.6% | +97.0% |
| 1Y | +123.4% | -28.4% | +151.8% | +166.1% |
| All | +123.4% | -28.5% | +151.9% | +166.1% |
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