+22.8%
VZ vs QS
-43.2%
+66.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.5% | +0.5% |
| 7D | +0.2% | +2.2% | -2.0% | +0.2% |
| 30D | +7.1% | -8.1% | +15.2% | +7.1% |
| 3M | +12.8% | -27.0% | +39.9% | +12.9% |
| 6M | +1.8% | -16.4% | +18.2% | +1.8% |
| YTD | +30.0% | -46.4% | +76.3% | +30.2% |
| 1Y | +24.3% | -41.1% | +65.4% | +24.3% |
| 3Y | +84.3% | -18.6% | +102.9% | +82.6% |
| 5Y | +25.9% | -73.0% | +99.0% | +24.9% |
| All | +22.8% | -43.2% | +66.1% | +20.4% |
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