+40.3%
VCIT vs QSR
+211.2%
-170.9%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | +0.1% | +4.5% | -4.4% | -0.1% |
| 30D | +1.1% | +9.4% | -8.3% | +0.7% |
| 3M | -1.4% | +7.5% | -8.9% | -1.7% |
| 6M | -2.3% | -0.8% | -1.5% | -2.3% |
| YTD | -1.8% | +16.9% | -18.7% | -2.6% |
| 1Y | -1.0% | +16.3% | -17.3% | -1.8% |
| 3Y | +19.3% | +25.3% | -6.0% | +17.7% |
| 5Y | +3.8% | +60.4% | -56.6% | +1.2% |
| 10Y | +30.6% | +139.2% | -108.7% | +25.2% |
| All | +40.3% | +211.2% | -170.9% | +35.6% |
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