+132.3%
VUG vs QS
-62.6%
+194.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.2% | +4.2% | -0.6% |
| 7D | +2.5% | -14.0% | +16.5% | +3.5% |
| 30D | -6.3% | -6.4% | +0.1% | -6.0% |
| 3M | -6.0% | -40.3% | +34.2% | -2.9% |
| 6M | -3.5% | -57.5% | +54.0% | +1.6% |
| YTD | +3.9% | -64.7% | +68.6% | +10.3% |
| 1Y | +5.1% | -72.9% | +78.0% | +13.3% |
| 3Y | +77.9% | -33.5% | +111.3% | +71.7% |
| 5Y | +62.4% | -90.5% | +152.9% | +62.2% |
| All | +132.3% | -62.6% | +194.9% | +149.5% |
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