+95.9%
VXUS vs QS
-47.0%
+142.9%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.6% | +5.9% | -0.5% |
| 7D | +0.3% | -4.2% | +4.5% | +0.5% |
| 30D | +0.7% | -15.7% | +16.3% | +1.4% |
| 3M | +4.8% | -28.7% | +33.4% | +6.1% |
| 6M | +11.3% | -23.2% | +34.6% | +12.3% |
| YTD | +16.5% | -49.9% | +66.4% | +19.4% |
| 1Y | +24.3% | -38.8% | +63.1% | +25.5% |
| 3Y | +74.5% | -24.0% | +98.5% | +69.9% |
| 5Y | +54.3% | -75.6% | +129.9% | +51.6% |
| All | +95.9% | -47.0% | +142.9% | +97.3% |
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