-47.3%
QS vs VICR
+124.1%
-171.4%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -4.9% | -1.7% | -5.0% |
| 7D | -4.2% | +1.3% | -5.5% | -4.6% |
| 30D | -15.7% | -11.9% | -3.7% | -12.6% |
| 3M | -28.7% | -35.1% | +6.4% | -19.8% |
| 6M | -23.2% | +8.1% | -31.4% | -29.7% |
| YTD | -49.9% | +67.8% | -117.7% | -61.3% |
| 1Y | -38.8% | +267.3% | -306.1% | -66.0% |
| 3Y | -24.0% | +191.2% | -215.2% | -59.8% |
| 5Y | -75.6% | +48.1% | -123.7% | -83.9% |
| All | -47.3% | +124.1% | -171.4% | -70.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 VICR 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