+13.8%
VRT vs QSR
+23.8%
-10.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +5.5% | -18.4% | -10.5% |
| 7D | -15.4% | +5.2% | -20.6% | -13.1% |
| 30D | -19.0% | +12.2% | -31.1% | -15.2% |
| 3M | -23.8% | +7.0% | -30.9% | -21.1% |
| 6M | -37.9% | -0.3% | -37.6% | -35.3% |
| YTD | +27.0% | +18.0% | +9.0% | +32.6% |
| 1Y | +13.8% | +22.6% | -8.8% | +21.9% |
| All | +13.8% | +23.8% | -10.0% | +21.9% |
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