+79.4%
VTV vs QS
-75.4%
+154.7%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.7% |
| 7D | -2.1% | -5.0% | +2.9% | -1.8% |
| 30D | -1.3% | -18.3% | +17.0% | -0.3% |
| 3M | +5.6% | -26.0% | +31.6% | +7.0% |
| 6M | +12.4% | -24.0% | +36.4% | +13.4% |
| YTD | +17.6% | -50.3% | +67.9% | +21.2% |
| 1Y | +23.5% | -38.0% | +61.5% | +24.4% |
| 3Y | +67.0% | -24.6% | +91.6% | +58.5% |
| All | +79.4% | -75.4% | +154.7% | +73.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling