+68.0%
VXUS vs QS
-32.2%
+100.2%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.2% | +5.1% | +0.3% |
| 7D | +2.1% | -14.0% | +16.1% | +3.2% |
| 30D | -1.1% | -6.4% | +5.2% | -0.8% |
| 3M | -5.6% | -40.3% | +34.6% | -2.5% |
| 6M | -2.3% | -57.5% | +55.3% | +2.7% |
| YTD | +10.4% | -64.7% | +75.0% | +16.5% |
| 1Y | +13.1% | -72.9% | +85.9% | +20.7% |
| 3Y | +68.0% | -33.5% | +101.5% | +62.3% |
| All | +68.0% | -32.2% | +100.2% | +62.3% |
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 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