+45.8%
VSH vs QS
-90.0%
+135.8%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -7.8% | +3.2% | -3.1% |
| 7D | +26.2% | -5.6% | +31.8% | +27.6% |
| 30D | -12.5% | -5.8% | -6.7% | -11.4% |
| 3M | -16.9% | -39.2% | +22.3% | -8.7% |
| 6M | -17.0% | -53.9% | +37.0% | -4.1% |
| YTD | +93.8% | -62.8% | +156.6% | +129.6% |
| 1Y | +99.3% | -73.5% | +172.8% | +148.7% |
| 3Y | +35.0% | -29.1% | +64.1% | +27.0% |
| 5Y | +45.8% | -90.0% | +135.8% | +66.8% |
| All | +45.8% | -90.0% | +135.8% | +66.8% |
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