+219.8%
VT vs QSR
+134.8%
+85.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.2% | +2.8% | +2.7% |
| 7D | +0.4% | +3.9% | -3.5% | -0.9% |
| 30D | -2.6% | +9.3% | -11.9% | -5.5% |
| 3M | -3.2% | +5.9% | -9.1% | -5.4% |
| 6M | +0.9% | -1.0% | +1.9% | +0.7% |
| YTD | +11.3% | +16.7% | -5.4% | +4.3% |
| 1Y | +14.0% | +18.6% | -4.6% | +6.1% |
| 3Y | +75.8% | +25.4% | +50.5% | +57.8% |
| 5Y | +57.8% | +59.0% | -1.2% | +28.6% |
| 10Y | +219.8% | +130.4% | +89.4% | +124.1% |
| All | +219.8% | +134.8% | +85.0% | +124.1% |
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