+33.9%
QSR vs VICR
+272.1%
-238.2%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.5% | -5.6% | +0.1% |
| 7D | +2.4% | +0.4% | +2.0% | +2.5% |
| 30D | +7.6% | -13.9% | +21.6% | +7.0% |
| 3M | +12.6% | -38.4% | +51.0% | +10.9% |
| 6M | +14.4% | -7.2% | +21.6% | +13.9% |
| YTD | +19.6% | +72.0% | -52.4% | +20.3% |
| 1Y | +33.9% | +263.3% | -229.4% | +35.4% |
| All | +33.9% | +272.1% | -238.2% | +35.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling