+27.2%
VTRS vs QS
-46.4%
+73.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.1% | +0.7% |
| 7D | -2.2% | -3.6% | +1.5% | -2.0% |
| 30D | +3.3% | -17.2% | +20.6% | +4.3% |
| 3M | +2.0% | -27.0% | +29.0% | +3.2% |
| 6M | +19.9% | -24.6% | +44.5% | +20.8% |
| YTD | +35.7% | -49.3% | +85.1% | +39.3% |
| 1Y | +68.1% | -40.3% | +108.4% | +69.6% |
| 3Y | +87.1% | -23.8% | +110.9% | +80.0% |
| 5Y | +47.6% | -75.0% | +122.6% | +44.2% |
| All | +27.2% | -46.4% | +73.6% | +24.5% |
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