+190.3%
VSH vs QSR
+211.0%
-20.7%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.3% | 0.0% |
| 7D | +6.2% | +0.1% | +6.1% | +6.2% |
| 30D | -11.1% | +5.9% | -17.1% | -13.5% |
| 3M | -44.9% | +10.5% | -55.4% | -48.0% |
| 6M | +90.0% | +7.7% | +82.2% | +79.7% |
| YTD | +118.8% | +16.8% | +102.0% | +98.0% |
| 1Y | +109.0% | +30.9% | +78.1% | +78.3% |
| 3Y | +35.6% | +28.2% | +7.5% | +14.7% |
| 5Y | +66.7% | +45.0% | +21.7% | +31.0% |
| 10Y | +167.9% | +127.3% | +40.6% | +65.9% |
| All | +190.3% | +211.0% | -20.7% | +63.9% |
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 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