+40.9%
QSR vs VYM
+77.5%
-36.6%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.1% |
| 7D | -4.0% | -0.8% | -3.2% | -3.4% |
| 30D | +2.8% | -2.2% | +5.0% | +4.5% |
| 3M | +5.1% | +3.1% | +2.0% | +2.8% |
| 6M | +8.8% | +9.7% | -0.9% | +1.4% |
| YTD | +14.8% | +14.9% | -0.1% | +3.3% |
| 1Y | +25.7% | +17.6% | +8.2% | +11.1% |
| 3Y | +27.5% | +65.3% | -37.8% | -14.6% |
| All | +40.9% | +77.5% | -36.6% | -12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 5y: compounded portfolio wealth divided by compounded VYM 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…
5y analysis · Full analysis span regression · 6 months rolling