+133.1%
QSR vs VIG
+250.0%
-116.9%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | 0.0% |
| 7D | -4.0% | -1.1% | -2.9% | -3.1% |
| 30D | +2.8% | -2.7% | +5.5% | +5.3% |
| 3M | +5.1% | +2.5% | +2.5% | +2.7% |
| 6M | +8.8% | +9.2% | -0.4% | +0.3% |
| YTD | +14.8% | +9.8% | +5.0% | +5.2% |
| 1Y | +25.7% | +12.4% | +13.3% | +12.8% |
| 3Y | +27.5% | +55.9% | -28.4% | -16.0% |
| 5Y | +41.3% | +63.9% | -22.7% | -12.0% |
| All | +133.1% | +250.0% | -116.9% | -33.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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