+64.4%
VZ vs QSR
+126.5%
-62.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.3% | -1.1% |
| 7D | -1.0% | -2.4% | +1.4% | -0.6% |
| 30D | +5.8% | +5.7% | +0.1% | +4.8% |
| 3M | +10.5% | +6.9% | +3.6% | +9.3% |
| 6M | +1.8% | +6.9% | -5.1% | +0.5% |
| YTD | +28.3% | +14.9% | +13.4% | +25.1% |
| 1Y | +22.0% | +29.1% | -7.1% | +16.6% |
| 3Y | +81.8% | +26.1% | +55.7% | +73.5% |
| 5Y | +25.3% | +42.3% | -17.0% | +16.7% |
| 10Y | +64.4% | +134.0% | -69.6% | +41.3% |
| All | +64.4% | +126.5% | -62.1% | +41.3% |
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