+53.4%
VT vs QS
-86.5%
+139.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.1% | -3.9% | -0.1% |
| 7D | -2.3% | +5.4% | -7.7% | -2.8% |
| 30D | -5.0% | -5.3% | +0.4% | -4.6% |
| 3M | -4.9% | -22.6% | +17.7% | -2.9% |
| 6M | -1.5% | -46.2% | +44.6% | +3.2% |
| YTD | +8.5% | -58.9% | +67.4% | +15.7% |
| 1Y | +11.4% | -73.1% | +84.5% | +23.0% |
| 3Y | +70.1% | -27.2% | +97.3% | +56.8% |
| All | +53.4% | -86.5% | +139.9% | +62.5% |
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 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