+77.3%
VTR vs QSR
+205.8%
-128.5%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.8% |
| 7D | -0.3% | -4.0% | +3.7% | +1.9% |
| 30D | +1.1% | +2.8% | -1.6% | -0.5% |
| 3M | +7.9% | +5.1% | +2.8% | +4.7% |
| 6M | +6.2% | +8.8% | -2.6% | +0.5% |
| YTD | +17.7% | +14.8% | +2.9% | +7.6% |
| 1Y | +32.9% | +25.7% | +7.2% | +14.8% |
| 3Y | +129.7% | +27.5% | +102.2% | +89.6% |
| 5Y | +89.3% | +41.3% | +48.1% | +42.8% |
| 10Y | +99.1% | +133.8% | -34.7% | +14.5% |
| All | +77.3% | +205.8% | -128.5% | -0.6% |
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