+21.2%
VT vs QSR
+29.1%
-8.0%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | -0.4% |
| 7D | +1.0% | +0.1% | +0.9% | +1.0% |
| 30D | -0.2% | +5.9% | -6.2% | -0.4% |
| 3M | +4.5% | +10.5% | -5.9% | +4.1% |
| 6M | +14.1% | +7.7% | +6.3% | +13.3% |
| YTD | +14.8% | +16.8% | -2.0% | +13.4% |
| 1Y | +21.2% | +30.9% | -9.7% | +18.5% |
| All | +21.2% | +29.1% | -8.0% | +18.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling