+132.8%
QSR vs VT
+223.1%
-90.2%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +2.4% | +0.4% | +2.0% | +2.1% |
| 30D | +7.6% | +1.0% | +6.7% | +6.7% |
| 3M | +12.6% | +2.4% | +10.2% | +9.9% |
| 6M | +14.4% | +12.0% | +2.4% | +2.6% |
| YTD | +19.6% | +15.3% | +4.3% | +4.4% |
| 1Y | +33.9% | +22.6% | +11.3% | +10.4% |
| 3Y | +27.1% | +74.7% | -47.6% | -25.5% |
| 5Y | +48.5% | +66.1% | -17.6% | -9.2% |
| All | +132.8% | +223.1% | -90.2% | -35.6% |
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