+145.7%
VMC vs QSR
+135.2%
+10.5%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.2% | +0.6% |
| 7D | -3.8% | -4.0% | +0.2% | -2.1% |
| 30D | -9.7% | +2.8% | -12.4% | -10.8% |
| 3M | -9.6% | +5.1% | -14.7% | -11.7% |
| 6M | -4.8% | +8.8% | -13.6% | -8.5% |
| YTD | -10.9% | +14.8% | -25.7% | -16.7% |
| 1Y | -15.6% | +25.7% | -41.3% | -24.3% |
| 3Y | +19.3% | +27.5% | -8.2% | +3.9% |
| 5Y | +48.0% | +41.3% | +6.8% | +21.5% |
| All | +145.7% | +135.2% | +10.5% | +66.8% |
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