+773.0%
VST vs QS
-44.4%
+817.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.6% | +3.0% | +3.5% |
| 7D | +8.9% | -2.3% | +11.2% | +9.1% |
| 30D | +6.2% | -0.7% | +6.9% | +6.2% |
| 3M | -2.7% | -39.6% | +36.9% | -0.2% |
| 6M | -8.4% | -21.7% | +13.4% | -7.5% |
| YTD | -7.2% | -47.4% | +40.2% | -4.5% |
| 1Y | -20.9% | -28.4% | +7.5% | -20.1% |
| 3Y | +384.0% | -22.6% | +406.6% | +373.0% |
| 5Y | +757.1% | -75.6% | +832.7% | +740.5% |
| All | +773.0% | -44.4% | +817.4% | +798.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling