+108.5%
VT vs QS
-58.3%
+166.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -7.2% | +3.1% | -3.7% |
| 7D | -4.2% | -2.1% | -2.0% | -4.1% |
| 30D | -5.8% | -11.6% | +5.8% | -5.3% |
| 3M | -5.2% | -25.5% | +20.3% | -4.0% |
| 6M | +0.1% | -43.4% | +43.5% | +2.5% |
| YTD | +8.2% | -60.6% | +68.8% | +12.4% |
| 1Y | +10.1% | -75.9% | +86.0% | +16.9% |
| 3Y | +69.7% | -32.5% | +102.2% | +65.5% |
| 5Y | +53.4% | -86.8% | +140.1% | +52.1% |
| All | +108.5% | -58.3% | +166.8% | +114.9% |
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