-62.2%
VTRS vs QSR
+205.8%
-268.0%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.6% |
| 7D | -2.2% | -4.0% | +1.8% | -1.0% |
| 30D | +3.3% | +2.8% | +0.6% | +2.4% |
| 3M | +2.0% | +5.1% | -3.1% | +0.3% |
| 6M | +19.9% | +8.8% | +11.1% | +16.5% |
| YTD | +35.7% | +14.8% | +20.9% | +29.4% |
| 1Y | +68.1% | +25.7% | +42.4% | +55.3% |
| 3Y | +87.1% | +27.5% | +59.6% | +69.6% |
| 5Y | +47.6% | +41.3% | +6.4% | +28.3% |
| 10Y | -48.2% | +133.8% | -182.0% | -63.7% |
| All | -62.2% | +205.8% | -268.0% | -76.1% |
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 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