+916.4%
VRT vs QSR
+40.6%
+875.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.7% | -4.9% | -5.3% |
| 7D | -7.7% | -4.7% | -3.0% | -5.4% |
| 30D | -12.0% | +4.3% | -16.3% | -14.0% |
| 3M | -11.7% | +5.4% | -17.1% | -15.3% |
| 6M | -8.1% | +8.2% | -16.2% | -14.3% |
| YTD | +53.2% | +14.1% | +39.1% | +37.0% |
| 1Y | +81.7% | +28.1% | +53.6% | +48.6% |
| 3Y | +535.3% | +25.3% | +510.0% | +394.1% |
| 5Y | +916.4% | +40.4% | +876.0% | +503.4% |
| All | +916.4% | +40.6% | +875.8% | +503.4% |
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