+76.5%
VUG vs QSR
+40.6%
+35.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.1% | -0.3% |
| 7D | -1.9% | -4.7% | +2.8% | -0.2% |
| 30D | -1.6% | +4.3% | -5.9% | -3.2% |
| 3M | +4.4% | +5.4% | -1.1% | +1.9% |
| 6M | +13.2% | +8.2% | +5.0% | +8.8% |
| YTD | +7.5% | +14.1% | -6.6% | +0.7% |
| 1Y | +12.5% | +28.1% | -15.6% | -0.3% |
| 3Y | +86.0% | +25.3% | +60.7% | +59.7% |
| 5Y | +76.5% | +40.4% | +36.1% | +29.7% |
| All | +76.5% | +40.6% | +35.9% | +29.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling