+26.2%
VTRS vs QS
-47.4%
+73.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | 0.0% | -0.7% |
| 7D | -3.3% | -5.0% | +1.6% | -3.1% |
| 30D | +1.4% | -18.3% | +19.7% | +2.4% |
| 3M | +4.6% | -26.0% | +30.6% | +5.8% |
| 6M | +18.1% | -24.0% | +42.1% | +18.9% |
| YTD | +34.7% | -50.3% | +85.0% | +38.3% |
| 1Y | +65.6% | -38.0% | +103.6% | +66.8% |
| 3Y | +83.8% | -24.6% | +108.4% | +77.0% |
| 5Y | +46.5% | -75.4% | +121.9% | +43.2% |
| All | +26.2% | -47.4% | +73.6% | +23.6% |
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