+98.9%
VSH vs QS
-74.4%
+173.4%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -5.2% | +0.9% | -1.6% |
| 7D | +14.3% | -14.0% | +28.4% | +23.1% |
| 30D | -7.9% | -6.4% | -1.5% | -4.9% |
| 3M | -19.9% | -40.3% | +20.4% | +2.7% |
| 6M | -30.5% | -57.5% | +27.0% | +2.2% |
| YTD | +85.7% | -64.7% | +150.3% | +187.8% |
| 1Y | +98.9% | -72.9% | +171.8% | +244.2% |
| All | +98.9% | -74.4% | +173.4% | +244.2% |
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