+27.5%
QSR vs VICR
+209.3%
-181.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +11.2% | -10.5% | +0.6% |
| 7D | -4.0% | +5.0% | -9.0% | -4.0% |
| 30D | +2.8% | -12.5% | +15.2% | +2.8% |
| 3M | +5.1% | -33.6% | +38.7% | +5.1% |
| 6M | +8.8% | +10.7% | -1.9% | +7.0% |
| YTD | +14.8% | +80.6% | -65.7% | +10.6% |
| 1Y | +25.7% | +288.4% | -262.6% | +16.7% |
| 3Y | +27.5% | +213.8% | -186.3% | +16.6% |
| All | +27.5% | +209.3% | -181.8% | +16.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling