+1,756.4%
VRT vs QS
-43.2%
+1,799.6%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.0% | +1.7% | +3.4% |
| 7D | +13.6% | +2.2% | +11.4% | +13.3% |
| 30D | +6.8% | -8.1% | +14.8% | +7.9% |
| 3M | -3.2% | -27.0% | +23.8% | +0.3% |
| 6M | +20.3% | -16.4% | +36.8% | +22.6% |
| YTD | +79.6% | -46.4% | +125.9% | +92.0% |
| 1Y | +139.0% | -41.1% | +180.1% | +150.6% |
| 3Y | +644.6% | -18.6% | +663.2% | +606.0% |
| 5Y | +1,024.4% | -73.0% | +1,097.4% | +996.6% |
| All | +1,756.4% | -43.2% | +1,799.6% | +1,838.6% |
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 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