+100.7%
VZ vs QSR
+218.5%
-117.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | +0.1% | +2.4% | -2.4% | -0.3% |
| 30D | +7.9% | +7.6% | +0.3% | +6.6% |
| 3M | +13.6% | +12.6% | +1.0% | +11.4% |
| 6M | +1.1% | +14.4% | -13.3% | -1.3% |
| YTD | +29.3% | +19.6% | +9.7% | +25.2% |
| 1Y | +21.2% | +33.9% | -12.6% | +15.1% |
| 3Y | +75.9% | +27.1% | +48.8% | +67.4% |
| 5Y | +24.1% | +48.5% | -24.5% | +14.5% |
| 10Y | +62.4% | +126.2% | -63.8% | +37.6% |
| All | +100.7% | +218.5% | -117.8% | +61.3% |
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 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