+70.3%
VXUS vs QS
-26.0%
+96.3%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -1.2% |
| 7D | -1.9% | -5.0% | +3.0% | -1.6% |
| 30D | -0.7% | -18.3% | +17.6% | +0.6% |
| 3M | +4.9% | -26.0% | +30.9% | +6.7% |
| 6M | +9.7% | -24.0% | +33.7% | +11.1% |
| YTD | +15.0% | -50.3% | +65.3% | +19.0% |
| 1Y | +22.4% | -38.0% | +60.4% | +24.0% |
| All | +70.3% | -26.0% | +96.3% | +62.6% |
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