+256.8%
VTV vs QSR
+203.9%
+52.9%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.5% |
| 7D | -2.1% | -4.7% | +2.6% | -0.6% |
| 30D | -1.3% | +4.3% | -5.6% | -2.7% |
| 3M | +5.6% | +5.4% | +0.2% | +3.6% |
| 6M | +12.4% | +8.2% | +4.2% | +9.0% |
| YTD | +17.6% | +14.1% | +3.5% | +11.9% |
| 1Y | +23.5% | +28.1% | -4.6% | +13.0% |
| 3Y | +67.0% | +25.3% | +41.8% | +51.7% |
| 5Y | +80.5% | +40.4% | +40.1% | +56.1% |
| 10Y | +230.6% | +132.4% | +98.2% | +135.4% |
| All | +256.8% | +203.9% | +52.9% | +137.0% |
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