+15.3%
VZ vs QS
-57.3%
+72.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.4% | +6.0% | +0.6% |
| 7D | +0.9% | -5.0% | +5.9% | +0.9% |
| 30D | +8.9% | -1.4% | +10.3% | +8.9% |
| 3M | +0.1% | -33.6% | +33.7% | +0.1% |
| 6M | +1.9% | -47.6% | +49.5% | +2.0% |
| YTD | +22.0% | -59.6% | +81.6% | +22.2% |
| 1Y | +22.1% | -73.5% | +95.7% | +22.6% |
| 3Y | +58.7% | -23.0% | +81.7% | +56.8% |
| 5Y | +22.3% | -89.4% | +111.7% | +21.5% |
| All | +15.3% | -57.3% | +72.6% | +13.0% |
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