+192.1%
QSR vs VEU
+153.9%
+38.2%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.0% |
| 7D | -2.4% | +0.3% | -2.7% | -2.6% |
| 30D | +5.7% | +0.7% | +5.0% | +5.1% |
| 3M | +6.9% | +4.7% | +2.3% | +2.4% |
| 6M | +6.9% | +11.6% | -4.8% | -4.1% |
| YTD | +14.9% | +16.8% | -1.9% | -1.5% |
| 1Y | +29.1% | +24.9% | +4.2% | +4.2% |
| 3Y | +26.1% | +75.7% | -49.6% | -26.2% |
| 5Y | +42.3% | +56.1% | -13.8% | -7.7% |
| 10Y | +134.0% | +153.6% | -19.7% | -7.5% |
| All | +192.1% | +153.9% | +38.2% | +13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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