+588.9%
VST vs QSR
+54.8%
+534.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -1.1% | +11.6% | +10.7% |
| 7D | -9.8% | +7.3% | -17.1% | -10.9% |
| 30D | -25.1% | +11.9% | -37.0% | -26.7% |
| 3M | -11.6% | +7.5% | -19.1% | -13.0% |
| 6M | -20.9% | +2.5% | -23.4% | -21.6% |
| YTD | -22.3% | +17.0% | -39.3% | -26.0% |
| 1Y | -32.0% | +18.1% | -50.1% | -35.6% |
| 3Y | +262.4% | +28.6% | +233.8% | +223.9% |
| All | +588.9% | +54.8% | +534.1% | +428.2% |
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