+130.4%
QSR vs VT
+223.7%
-93.3%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.6% | -2.8% | -2.4% |
| 7D | +3.9% | +0.4% | +3.5% | +3.4% |
| 30D | +9.3% | -2.6% | +11.9% | +11.4% |
| 3M | +5.9% | -3.2% | +9.1% | +8.5% |
| 6M | -1.0% | +0.9% | -1.9% | -2.7% |
| YTD | +16.7% | +11.3% | +5.4% | +4.6% |
| 1Y | +18.6% | +14.0% | +4.6% | +4.0% |
| 3Y | +25.4% | +75.8% | -50.5% | -27.4% |
| 5Y | +59.0% | +57.8% | +1.2% | +1.7% |
| 10Y | +130.4% | +219.8% | -89.4% | -39.4% |
| All | +130.4% | +223.7% | -93.3% | -39.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling