+1,058.9%
VST vs QSR
+141.7%
+917.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.2% | -2.1% |
| 7D | -6.0% | +4.5% | -10.5% | -7.7% |
| 30D | -18.8% | +9.4% | -28.2% | -21.6% |
| 3M | -8.0% | +7.5% | -15.5% | -11.1% |
| 6M | -10.9% | -0.8% | -10.1% | -11.9% |
| YTD | -18.3% | +16.9% | -35.2% | -24.5% |
| 1Y | -29.9% | +16.3% | -46.2% | -35.3% |
| 3Y | +290.3% | +25.3% | +265.0% | +242.0% |
| 5Y | +635.3% | +60.4% | +574.9% | +471.4% |
| 10Y | +1,162.4% | +139.2% | +1,023.1% | +816.4% |
| All | +1,058.9% | +141.7% | +917.2% | +742.3% |
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