+127.3%
QSR vs VT
+221.4%
-94.1%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.9% | -1.9% |
| 7D | +0.1% | +1.0% | -0.9% | -0.8% |
| 30D | +5.9% | -0.2% | +6.2% | +6.1% |
| 3M | +10.5% | +4.5% | +5.9% | +6.0% |
| 6M | +7.7% | +14.1% | -6.3% | -4.9% |
| YTD | +16.8% | +14.8% | +2.0% | +2.4% |
| 1Y | +30.9% | +21.2% | +9.7% | +9.0% |
| 3Y | +28.2% | +76.6% | -48.4% | -25.7% |
| 5Y | +45.0% | +66.6% | -21.6% | -11.7% |
| 10Y | +127.3% | +222.3% | -95.0% | -36.8% |
| All | +127.3% | +221.4% | -94.1% | -36.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded VT 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling