+62.5%
VWO vs QS
-24.6%
+87.1%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.9% | -1.2% | +0.5% |
| 7D | -1.8% | -3.6% | +1.9% | -1.5% |
| 30D | -0.1% | -17.2% | +17.1% | +1.2% |
| 3M | +2.2% | -27.0% | +29.2% | +4.1% |
| 6M | +8.8% | -24.6% | +33.3% | +10.3% |
| YTD | +12.4% | -49.3% | +61.7% | +16.3% |
| 1Y | +15.6% | -40.3% | +55.9% | +17.4% |
| 3Y | +62.5% | -23.8% | +86.3% | +54.9% |
| All | +62.5% | -24.6% | +87.1% | +54.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling