+226.1%
VT vs QSR
+211.4%
+14.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.6% |
| 7D | -2.3% | +7.3% | -9.6% | -4.5% |
| 30D | -5.0% | +11.9% | -16.9% | -8.4% |
| 3M | -4.9% | +7.5% | -12.4% | -7.3% |
| 6M | -1.5% | +2.5% | -4.0% | -2.9% |
| YTD | +8.5% | +17.0% | -8.5% | +1.9% |
| 1Y | +11.4% | +18.1% | -6.7% | +4.1% |
| 3Y | +70.1% | +28.6% | +41.5% | +52.1% |
| 5Y | +53.7% | +55.8% | -2.0% | +27.6% |
| 10Y | +220.0% | +140.5% | +79.5% | +120.9% |
| All | +226.1% | +211.4% | +14.7% | +110.7% |
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 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