+114.4%
VT vs QS
-53.6%
+168.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +6.8% | -4.2% | +2.3% |
| 7D | +0.4% | +13.7% | -13.3% | -0.3% |
| 30D | -2.6% | -0.2% | -2.4% | -2.7% |
| 3M | -3.2% | -24.8% | +21.6% | -2.0% |
| 6M | +0.9% | -39.4% | +40.3% | +3.0% |
| YTD | +11.3% | -56.1% | +67.5% | +15.0% |
| 1Y | +14.0% | -72.5% | +86.5% | +20.2% |
| 3Y | +75.8% | -16.3% | +92.1% | +69.7% |
| 5Y | +57.8% | -87.6% | +145.4% | +55.8% |
| All | +114.4% | -53.6% | +168.0% | +119.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling