+14.0%
VZ vs QS
-53.6%
+67.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.8% | -6.0% | +0.8% |
| 7D | +2.2% | +13.7% | -11.4% | +2.2% |
| 30D | +10.6% | -0.2% | +10.8% | +10.6% |
| 3M | -0.6% | -24.8% | +24.2% | -0.6% |
| 6M | +0.7% | -39.4% | +40.1% | +0.8% |
| YTD | +20.6% | -56.1% | +76.8% | +20.8% |
| 1Y | +22.7% | -72.5% | +95.2% | +23.2% |
| 3Y | +57.2% | -16.3% | +73.5% | +55.4% |
| 5Y | +21.4% | -87.6% | +108.9% | +20.6% |
| All | +14.0% | -53.6% | +67.6% | +11.7% |
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