+107.7%
VSH vs QS
-47.4%
+155.1%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.2% | -0.9% |
| 7D | +3.1% | -5.0% | +8.0% | +3.6% |
| 30D | -5.7% | -18.3% | +12.6% | -3.6% |
| 3M | -42.5% | -26.0% | -16.5% | -40.5% |
| 6M | +82.7% | -24.0% | +106.7% | +88.4% |
| YTD | +118.2% | -50.3% | +168.5% | +133.3% |
| 1Y | +109.7% | -38.0% | +147.6% | +117.9% |
| 3Y | +35.3% | -24.6% | +59.9% | +31.5% |
| 5Y | +65.6% | -75.4% | +141.0% | +63.8% |
| All | +107.7% | -47.4% | +155.1% | +111.5% |
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