-49.4%
VG vs QSR
+32.6%
-82.0%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.7% |
| 7D | -7.7% | +4.5% | -12.2% | -7.3% |
| 30D | -8.8% | +9.4% | -18.2% | -8.5% |
| 3M | -15.6% | +7.5% | -23.1% | -15.4% |
| 6M | +5.2% | -0.8% | +6.1% | +6.8% |
| YTD | +76.9% | +16.9% | +60.0% | +72.2% |
| 1Y | +42.5% | +16.3% | +26.2% | +38.9% |
| All | -49.4% | +32.6% | -82.0% | -49.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling