Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • VTRS vs QS✓SelectedUSD · QSVTRS vs QS performance historyLatest closeAs of-0.73%09/10
Stock and ETF performance explorer

VTRS vs QS

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+26.2%
QS return
-47.4%
Excess return
+73.6%
Maximum drawdown
-54.3%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioQSExcessAlpha
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