+69.2%
VTRS vs QS
-28.5%
+97.7%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -0.9% | -0.4% |
| 7D | +3.3% | -2.3% | +5.6% | +3.4% |
| 30D | -3.6% | -0.7% | -2.9% | -3.6% |
| 3M | +7.0% | -39.6% | +46.6% | +8.6% |
| 6M | +17.5% | -21.7% | +39.2% | +17.4% |
| YTD | +38.8% | -47.4% | +86.2% | +40.4% |
| 1Y | +69.2% | -28.4% | +97.6% | +68.0% |
| All | +69.2% | -28.5% | +97.7% | +68.0% |
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