+2,826.7%
VRT vs QSR
+61.8%
+2,764.9%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.4% | +6.0% | +5.0% |
| 7D | +13.6% | +0.1% | +13.6% | +13.5% |
| 30D | +6.8% | +5.9% | +0.8% | +3.2% |
| 3M | -3.2% | +10.5% | -13.7% | -9.7% |
| 6M | +20.3% | +7.7% | +12.6% | +12.7% |
| YTD | +79.6% | +16.8% | +62.8% | +59.5% |
| 1Y | +139.0% | +30.9% | +108.1% | +96.9% |
| 3Y | +644.6% | +28.2% | +616.4% | +502.8% |
| 5Y | +1,024.4% | +45.0% | +979.4% | +737.8% |
| All | +2,826.7% | +61.8% | +2,764.9% | +1,496.0% |
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