+466.6%
VUG vs QSR
+211.0%
+255.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.0% | +0.4% |
| 7D | +0.9% | +0.1% | +0.8% | +0.8% |
| 30D | -1.4% | +5.9% | -7.4% | -3.4% |
| 3M | +2.3% | +10.5% | -8.1% | -1.4% |
| 6M | +15.7% | +7.7% | +8.0% | +12.0% |
| YTD | +8.6% | +16.8% | -8.2% | +2.0% |
| 1Y | +14.1% | +30.9% | -16.8% | +2.5% |
| 3Y | +87.9% | +28.2% | +59.7% | +67.4% |
| 5Y | +76.3% | +45.0% | +31.3% | +49.1% |
| 10Y | +409.7% | +127.3% | +282.4% | +256.3% |
| All | +466.6% | +211.0% | +255.7% | +263.9% |
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