+112.6%
VWO vs QSR
+205.8%
-93.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.5% |
| 7D | -1.8% | -4.0% | +2.2% | -0.6% |
| 30D | -0.1% | +2.8% | -2.8% | -1.0% |
| 3M | +2.2% | +5.1% | -2.9% | +0.4% |
| 6M | +8.8% | +8.8% | -0.1% | +5.2% |
| YTD | +12.4% | +14.8% | -2.4% | +6.6% |
| 1Y | +15.6% | +25.7% | -10.1% | +6.2% |
| 3Y | +62.5% | +27.5% | +35.0% | +46.4% |
| 5Y | +34.3% | +41.3% | -7.0% | +15.5% |
| 10Y | +114.8% | +133.8% | -19.0% | +47.7% |
| All | +112.6% | +205.8% | -93.2% | +36.1% |
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