+919.6%
VGT vs QSR
+203.9%
+715.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.4% | -0.8% |
| 7D | -1.0% | -4.7% | +3.7% | +0.6% |
| 30D | -0.4% | +4.3% | -4.8% | -2.0% |
| 3M | +6.6% | +5.4% | +1.2% | +4.1% |
| 6M | +31.0% | +8.2% | +22.9% | +26.2% |
| YTD | +27.2% | +14.1% | +13.1% | +19.7% |
| 1Y | +34.5% | +28.1% | +6.3% | +20.6% |
| 3Y | +123.1% | +25.3% | +97.9% | +98.5% |
| 5Y | +135.1% | +40.4% | +94.7% | +98.7% |
| 10Y | +803.4% | +132.4% | +671.0% | +515.8% |
| All | +919.6% | +203.9% | +715.7% | +549.0% |
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