+32.9%
VTR vs QS
-36.7%
+69.6%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.4% | -0.4% |
| 7D | -0.3% | -3.6% | +3.3% | -0.4% |
| 30D | +1.1% | -17.2% | +18.3% | +0.5% |
| 3M | +7.9% | -27.0% | +34.9% | +7.3% |
| 6M | +6.2% | -24.6% | +30.7% | +5.4% |
| YTD | +17.7% | -49.3% | +67.1% | +16.6% |
| 1Y | +32.9% | -40.3% | +73.2% | +28.2% |
| All | +32.9% | -36.7% | +69.6% | +28.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling