+86.0%
VNQ vs QSR
+205.8%
-119.7%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.5% |
| 7D | -1.3% | -4.0% | +2.7% | +0.1% |
| 30D | -2.6% | +2.8% | -5.3% | -3.6% |
| 3M | -2.0% | +5.1% | -7.1% | -3.9% |
| 6M | +4.3% | +8.8% | -4.5% | +0.8% |
| YTD | +9.2% | +14.8% | -5.6% | +3.2% |
| 1Y | +5.6% | +25.7% | -20.1% | -3.7% |
| 3Y | +30.8% | +27.5% | +3.3% | +17.1% |
| 5Y | +8.0% | +41.3% | -33.3% | -8.0% |
| 10Y | +63.7% | +133.8% | -70.1% | +15.1% |
| All | +86.0% | +205.8% | -119.7% | +25.8% |
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 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