+98.1%
VXUS vs QS
-44.4%
+142.5%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.5% |
| 7D | +1.0% | -2.3% | +3.3% | +1.1% |
| 30D | +2.2% | -0.7% | +2.9% | +2.2% |
| 3M | +3.0% | -39.6% | +42.6% | +5.0% |
| 6M | +10.7% | -21.7% | +32.4% | +11.5% |
| YTD | +17.8% | -47.4% | +65.3% | +20.5% |
| 1Y | +27.6% | -28.4% | +55.9% | +27.9% |
| 3Y | +73.3% | -22.6% | +95.9% | +68.5% |
| 5Y | +54.3% | -75.6% | +129.9% | +51.3% |
| All | +98.1% | -44.4% | +142.5% | +99.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling