+351.0%
VMC vs QSR
+211.0%
+140.0%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.4% | +0.7% | -0.7% |
| 7D | -0.5% | +0.1% | -0.6% | -0.6% |
| 30D | -9.1% | +5.9% | -15.0% | -11.3% |
| 3M | -4.1% | +10.5% | -14.6% | -8.1% |
| 6M | -5.5% | +7.7% | -13.2% | -8.7% |
| YTD | -8.9% | +16.8% | -25.7% | -15.2% |
| 1Y | -12.9% | +30.9% | -43.8% | -22.9% |
| 3Y | +22.1% | +28.2% | -6.1% | +6.9% |
| 5Y | +52.7% | +45.0% | +7.7% | +25.4% |
| 10Y | +152.7% | +127.3% | +25.4% | +64.0% |
| All | +351.0% | +211.0% | +140.0% | +161.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling