+1,238.5%
VRT vs QS
-60.6%
+1,299.1%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -7.8% | +9.4% | +2.5% |
| 7D | +18.6% | -5.6% | +24.2% | +19.4% |
| 30D | -11.7% | -5.8% | -5.8% | -11.2% |
| 3M | -27.3% | -39.2% | +11.9% | -22.7% |
| 6M | -42.9% | -53.9% | +11.0% | -37.5% |
| YTD | +29.5% | -62.8% | +92.3% | +44.8% |
| 1Y | +21.0% | -73.5% | +94.5% | +40.4% |
| 3Y | +403.1% | -29.1% | +432.2% | +388.1% |
| 5Y | +688.8% | -90.0% | +778.8% | +704.0% |
| All | +1,238.5% | -60.6% | +1,299.1% | +1,361.3% |
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