+40.5%
VCIT vs QSR
+211.4%
-170.9%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | -0.1% |
| 7D | +0.1% | +7.3% | -7.2% | -0.2% |
| 30D | +1.9% | +11.9% | -10.0% | +1.4% |
| 3M | -1.4% | +7.5% | -8.9% | -1.8% |
| 6M | -2.1% | +2.5% | -4.6% | -2.3% |
| YTD | -1.6% | +17.0% | -18.6% | -2.4% |
| 1Y | -0.9% | +18.1% | -19.0% | -1.8% |
| 3Y | +20.0% | +28.6% | -8.6% | +18.2% |
| 5Y | +3.1% | +55.8% | -52.6% | +0.7% |
| 10Y | +28.7% | +140.5% | -111.8% | +23.4% |
| All | +40.5% | +211.4% | -170.9% | +35.8% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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