+168.4%
VTR vs QS
-46.4%
+214.8%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.4% | -0.6% |
| 7D | -0.3% | -3.6% | +3.3% | -0.2% |
| 30D | +1.1% | -17.2% | +18.3% | +1.7% |
| 3M | +7.9% | -27.0% | +34.9% | +8.8% |
| 6M | +6.2% | -24.6% | +30.7% | +6.6% |
| YTD | +17.7% | -49.3% | +67.1% | +19.9% |
| 1Y | +32.9% | -40.3% | +73.2% | +33.4% |
| 3Y | +129.7% | -23.8% | +153.5% | +120.8% |
| 5Y | +89.3% | -75.0% | +164.3% | +83.8% |
| All | +168.4% | -46.4% | +214.8% | +153.3% |
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