+123.4%
VRT vs QSR
+33.2%
+90.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.1% | +4.5% | +4.3% |
| 7D | +9.1% | +2.4% | +6.7% | +9.7% |
| 30D | +0.9% | +7.6% | -6.7% | +2.7% |
| 3M | -13.4% | +12.6% | -26.0% | -11.2% |
| 6M | +11.7% | +14.4% | -2.7% | +13.9% |
| YTD | +73.2% | +19.6% | +53.6% | +77.0% |
| 1Y | +123.4% | +33.9% | +89.5% | +127.1% |
| All | +123.4% | +33.2% | +90.2% | +127.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling