+143.7%
VUG vs QS
-44.4%
+188.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.0% | -0.5% |
| 7D | -0.1% | -2.3% | +2.2% | +0.1% |
| 30D | -0.3% | -0.7% | +0.4% | -0.3% |
| 3M | -0.7% | -39.6% | +39.0% | +2.4% |
| 6M | +14.6% | -21.7% | +36.3% | +15.9% |
| YTD | +9.0% | -47.4% | +56.4% | +12.7% |
| 1Y | +14.9% | -28.4% | +43.2% | +15.2% |
| 3Y | +86.0% | -22.6% | +108.6% | +77.6% |
| 5Y | +76.7% | -75.6% | +152.3% | +71.6% |
| All | +143.7% | -44.4% | +188.0% | +155.2% |
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