+34.2%
QSR vs VLTO
+56.1%
-21.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.5% |
| 7D | +3.9% | +2.0% | +1.8% | +3.2% |
| 30D | +9.3% | +21.8% | -12.5% | +2.4% |
| 3M | +5.9% | +20.2% | -14.4% | -0.4% |
| 6M | -1.0% | +36.3% | -37.3% | -10.6% |
| YTD | +16.7% | +18.8% | -2.1% | +9.5% |
| 1Y | +18.6% | +20.4% | -1.8% | +10.7% |
| 3Y | +25.4% | +71.9% | -46.5% | +10.9% |
| All | +34.2% | +56.1% | -21.9% | +18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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