+191.2%
VLO vs QSR
+25.0%
+166.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.8% |
| 7D | +4.0% | -4.7% | +8.7% | +4.6% |
| 30D | +19.0% | +4.3% | +14.7% | +18.2% |
| 3M | +50.0% | +5.4% | +44.5% | +48.5% |
| 6M | +79.1% | +8.2% | +71.0% | +76.5% |
| YTD | +140.3% | +14.1% | +126.1% | +134.5% |
| 1Y | +148.3% | +28.1% | +120.2% | +136.8% |
| All | +191.2% | +25.0% | +166.2% | +161.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling