-73.8%
QID vs VLTO
+56.4%
-130.2%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.6% | +2.0% | +2.9% |
| 7D | -7.1% | +1.0% | -8.1% | -6.7% |
| 30D | +12.6% | +17.5% | -4.8% | +21.0% |
| 3M | +14.2% | +21.4% | -7.2% | +24.9% |
| 6M | +6.2% | +38.1% | -31.9% | +24.8% |
| YTD | -21.8% | +19.0% | -40.8% | -16.3% |
| 1Y | -23.1% | +20.7% | -43.8% | -16.8% |
| 3Y | -71.3% | +64.3% | -135.6% | -62.5% |
| All | -73.8% | +56.4% | -130.2% | -66.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 5y: compounded portfolio wealth divided by compounded VLTO 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…
5y analysis · Full analysis span regression · 6 months rolling