+361.1%
VST vs QSR
+32.7%
+328.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.1% | +3.6% | +3.5% |
| 7D | +8.9% | +2.4% | +6.5% | +8.8% |
| 30D | +6.2% | +7.6% | -1.4% | +5.8% |
| 3M | -2.7% | +12.6% | -15.4% | -3.6% |
| 6M | -8.4% | +14.4% | -22.7% | -9.4% |
| YTD | -7.2% | +19.6% | -26.8% | -8.9% |
| 1Y | -20.9% | +33.9% | -54.8% | -24.4% |
| All | +361.1% | +32.7% | +328.3% | +327.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling