+262.4%
VST vs QSR
+27.3%
+235.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -1.1% | +11.6% | +10.5% |
| 7D | -9.8% | +7.3% | -17.1% | -9.4% |
| 30D | -25.1% | +11.9% | -37.0% | -24.9% |
| 3M | -11.6% | +7.5% | -19.1% | -11.3% |
| 6M | -20.9% | +2.5% | -23.4% | -20.4% |
| YTD | -22.3% | +17.0% | -39.3% | -23.0% |
| 1Y | -32.0% | +18.1% | -50.1% | -32.8% |
| 3Y | +262.4% | +28.6% | +233.8% | +233.7% |
| All | +262.4% | +27.3% | +235.1% | +233.7% |
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