+588.9%
VST vs QS
-86.5%
+675.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +4.1% | +6.4% | +10.1% |
| 7D | -9.8% | +5.4% | -15.2% | -10.4% |
| 30D | -25.1% | -5.3% | -19.8% | -24.9% |
| 3M | -11.6% | -22.6% | +11.0% | -9.5% |
| 6M | -20.9% | -46.2% | +25.2% | -16.4% |
| YTD | -22.3% | -58.9% | +36.6% | -16.2% |
| 1Y | -32.0% | -73.1% | +41.1% | -23.7% |
| 3Y | +262.4% | -27.2% | +289.6% | +244.1% |
| All | +588.9% | -86.5% | +675.4% | +630.0% |
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