+169.8%
VTR vs QS
-47.4%
+217.2%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.0% | +1.2% |
| 7D | -1.8% | -5.0% | +3.1% | -1.6% |
| 30D | +4.0% | -18.3% | +22.3% | +4.7% |
| 3M | +7.8% | -26.0% | +33.8% | +8.7% |
| 6M | +6.4% | -24.0% | +30.4% | +6.8% |
| YTD | +18.3% | -50.3% | +68.6% | +20.5% |
| 1Y | +33.9% | -38.0% | +71.9% | +34.2% |
| 3Y | +134.3% | -24.6% | +158.9% | +125.4% |
| 5Y | +90.3% | -75.4% | +165.7% | +84.9% |
| All | +169.8% | -47.4% | +217.2% | +154.7% |
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