+1,578.0%
VRT vs QS
-47.0%
+1,625.0%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -6.6% | -3.0% | -8.8% |
| 7D | +2.4% | -4.2% | +6.6% | +3.0% |
| 30D | -2.7% | -15.7% | +13.0% | -0.5% |
| 3M | -9.2% | -28.7% | +19.5% | -5.5% |
| 6M | -0.5% | -23.2% | +22.7% | +2.5% |
| YTD | +62.3% | -49.9% | +112.2% | +75.2% |
| 1Y | +109.6% | -38.8% | +148.4% | +119.6% |
| 3Y | +573.1% | -24.0% | +597.1% | +544.1% |
| 5Y | +953.6% | -75.6% | +1,029.2% | +937.1% |
| All | +1,578.0% | -47.0% | +1,625.0% | +1,668.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling