+332.3%
VTI vs QSR
+203.9%
+128.4%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.4% |
| 7D | -2.0% | -4.7% | +2.7% | -0.5% |
| 30D | -1.9% | +4.3% | -6.3% | -3.4% |
| 3M | +4.5% | +5.4% | -0.9% | +2.4% |
| 6M | +12.6% | +8.2% | +4.4% | +8.9% |
| YTD | +12.0% | +14.1% | -2.1% | +6.1% |
| 1Y | +17.3% | +28.1% | -10.8% | +6.5% |
| 3Y | +75.3% | +25.3% | +50.1% | +57.9% |
| 5Y | +74.0% | +40.4% | +33.6% | +49.1% |
| 10Y | +300.0% | +132.4% | +167.6% | +179.3% |
| All | +332.3% | +203.9% | +128.4% | +181.4% |
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