+414.3%
VUG vs QSR
+135.2%
+279.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.7% |
| 7D | -0.5% | -4.0% | +3.5% | +0.9% |
| 30D | -1.0% | +2.8% | -3.7% | -2.0% |
| 3M | +3.5% | +5.1% | -1.6% | +1.4% |
| 6M | +14.2% | +8.8% | +5.4% | +10.0% |
| YTD | +8.5% | +14.8% | -6.3% | +2.2% |
| 1Y | +12.9% | +25.7% | -12.8% | +2.5% |
| 3Y | +85.6% | +27.5% | +58.1% | +64.6% |
| 5Y | +78.1% | +41.3% | +36.9% | +50.4% |
| All | +414.3% | +135.2% | +279.2% | +258.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling