+89.5%
VZ vs QSR
+207.3%
-117.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.9% | +0.8% |
| 7D | +0.9% | -2.2% | +3.1% | +1.3% |
| 30D | +8.9% | +7.8% | +1.1% | +7.6% |
| 3M | +0.1% | +5.5% | -5.4% | -0.8% |
| 6M | +1.9% | -0.2% | +2.1% | +1.8% |
| YTD | +22.0% | +15.4% | +6.6% | +18.8% |
| 1Y | +22.1% | +15.3% | +6.8% | +18.9% |
| 3Y | +58.7% | +23.7% | +35.0% | +51.7% |
| 5Y | +22.3% | +60.4% | -38.1% | +11.7% |
| 10Y | +71.6% | +142.2% | -70.6% | +43.7% |
| All | +89.5% | +207.3% | -117.8% | +53.1% |
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