+55.4%
VXUS vs QS
-74.6%
+130.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.0% | -2.4% | -0.5% |
| 7D | +1.6% | +2.2% | -0.6% | +1.4% |
| 30D | +1.0% | -8.1% | +9.1% | +1.6% |
| 3M | +5.7% | -27.0% | +32.7% | +7.9% |
| 6M | +13.6% | -16.4% | +30.0% | +14.5% |
| YTD | +17.4% | -46.4% | +63.8% | +21.9% |
| 1Y | +25.1% | -41.1% | +66.2% | +27.2% |
| 3Y | +75.8% | -18.6% | +94.5% | +64.0% |
| 5Y | +55.4% | -73.0% | +128.4% | +49.9% |
| All | +55.4% | -74.6% | +130.0% | +49.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling