+197.3%
QSR vs VT
+225.7%
-28.3%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.3% |
| 7D | +7.3% | -2.3% | +9.6% | +9.4% |
| 30D | +11.9% | -5.0% | +16.9% | +16.7% |
| 3M | +7.5% | -4.9% | +12.4% | +11.9% |
| 6M | +2.5% | -1.5% | +4.0% | +2.9% |
| YTD | +17.0% | +8.5% | +8.5% | +7.0% |
| 1Y | +18.1% | +11.4% | +6.7% | +5.4% |
| 3Y | +28.6% | +70.1% | -41.5% | -24.0% |
| 5Y | +55.8% | +53.7% | +2.0% | +0.8% |
| 10Y | +140.5% | +220.0% | -79.5% | -29.0% |
| All | +197.3% | +225.7% | -28.3% | -14.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling