+113.4%
VT vs QS
-54.8%
+168.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.2% | -0.3% |
| 7D | -0.1% | +8.0% | -8.2% | -0.6% |
| 30D | -3.1% | -2.8% | -0.2% | -3.0% |
| 3M | -3.5% | -28.1% | +24.6% | -2.0% |
| 6M | +0.5% | -41.0% | +41.4% | +2.7% |
| YTD | +10.8% | -57.3% | +68.1% | +14.6% |
| 1Y | +11.9% | -72.7% | +84.6% | +18.0% |
| 3Y | +73.0% | -18.6% | +91.6% | +67.2% |
| 5Y | +58.6% | -87.0% | +145.6% | +56.7% |
| All | +113.4% | -54.8% | +168.2% | +119.0% |
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 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