+65.6%
VSH vs QSR
+40.6%
+25.0%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.3% | -0.7% |
| 7D | +3.1% | -4.7% | +7.8% | +4.7% |
| 30D | -5.7% | +4.3% | -10.0% | -7.2% |
| 3M | -42.5% | +5.4% | -47.9% | -44.1% |
| 6M | +82.7% | +8.2% | +74.5% | +73.5% |
| YTD | +118.2% | +14.1% | +104.1% | +100.9% |
| 1Y | +109.7% | +28.1% | +81.6% | +81.5% |
| 3Y | +35.3% | +25.3% | +10.0% | +15.0% |
| 5Y | +65.6% | +40.4% | +25.2% | +22.6% |
| All | +65.6% | +40.6% | +25.0% | +22.6% |
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