+67.0%
VSH vs QS
-74.8%
+141.8%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -6.6% | +7.3% | +1.9% |
| 7D | +3.5% | -4.2% | +7.7% | +4.3% |
| 30D | -4.4% | -15.7% | +11.3% | -1.5% |
| 3M | -45.8% | -28.7% | -17.1% | -42.4% |
| 6M | +90.1% | -23.2% | +113.4% | +99.4% |
| YTD | +120.3% | -49.9% | +170.2% | +145.4% |
| 1Y | +112.2% | -38.8% | +151.0% | +125.1% |
| 3Y | +36.6% | -24.0% | +60.6% | +26.7% |
| 5Y | +67.0% | -75.6% | +142.6% | +60.6% |
| All | +67.0% | -74.8% | +141.8% | +60.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling