+924.9%
VLO vs QSR
+135.2%
+789.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.7% | +1.0% |
| 7D | +5.3% | -4.0% | +9.3% | +7.4% |
| 30D | +18.2% | +2.8% | +15.5% | +16.4% |
| 3M | +53.3% | +5.1% | +48.2% | +48.5% |
| 6M | +70.4% | +8.8% | +61.6% | +60.9% |
| YTD | +143.4% | +14.8% | +128.6% | +122.7% |
| 1Y | +153.0% | +25.7% | +127.3% | +119.2% |
| 3Y | +195.0% | +27.5% | +167.4% | +143.4% |
| 5Y | +618.8% | +41.3% | +577.5% | +441.0% |
| All | +924.9% | +135.2% | +789.7% | +468.4% |
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