+18.3%
VMC vs QSR
+25.0%
-6.7%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.4% |
| 7D | -3.7% | -4.7% | +1.0% | -2.6% |
| 30D | -12.8% | +4.3% | -17.1% | -13.7% |
| 3M | -7.9% | +5.4% | -13.4% | -9.2% |
| 6M | -7.5% | +8.2% | -15.7% | -9.4% |
| YTD | -11.6% | +14.1% | -25.8% | -14.7% |
| 1Y | -14.3% | +28.1% | -42.4% | -19.9% |
| All | +18.3% | +25.0% | -6.7% | +7.4% |
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 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