+133.1%
QSR vs VO
+200.3%
-67.2%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | 0.0% |
| 7D | -4.0% | -1.5% | -2.5% | -2.8% |
| 30D | +2.8% | -3.0% | +5.8% | +5.3% |
| 3M | +5.1% | +2.8% | +2.3% | +2.7% |
| 6M | +8.8% | +10.9% | -2.1% | -0.3% |
| YTD | +14.8% | +12.5% | +2.4% | +4.0% |
| 1Y | +25.7% | +12.0% | +13.8% | +14.0% |
| 3Y | +27.5% | +56.3% | -28.8% | -13.5% |
| 5Y | +41.3% | +42.9% | -1.7% | +1.8% |
| All | +133.1% | +200.3% | -67.2% | -19.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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