+1,238.2%
VST vs QSR
+141.6%
+1,096.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.4% | +4.0% | +2.4% |
| 7D | +9.9% | +0.1% | +9.8% | +9.8% |
| 30D | +7.9% | +5.9% | +2.0% | +5.6% |
| 3M | +3.4% | +10.5% | -7.0% | -0.9% |
| 6M | -4.1% | +7.7% | -11.8% | -7.6% |
| YTD | -5.7% | +16.8% | -22.5% | -12.1% |
| 1Y | -18.9% | +30.9% | -49.8% | -28.2% |
| 3Y | +359.1% | +28.2% | +330.9% | +300.6% |
| 5Y | +766.9% | +45.0% | +721.9% | +606.5% |
| All | +1,238.2% | +141.6% | +1,096.6% | +880.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling