+47.8%
VMC vs QSR
+40.5%
+7.3%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.2% | +0.6% |
| 7D | -3.8% | -4.0% | +0.2% | -2.3% |
| 30D | -9.7% | +2.8% | -12.4% | -10.7% |
| 3M | -9.6% | +5.1% | -14.7% | -11.4% |
| 6M | -4.8% | +8.8% | -13.6% | -8.1% |
| YTD | -10.9% | +14.8% | -25.7% | -16.0% |
| 1Y | -15.6% | +25.7% | -41.3% | -23.6% |
| 3Y | +19.3% | +27.5% | -8.2% | +3.8% |
| All | +47.8% | +40.5% | +7.3% | +14.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling