+185.3%
QLD vs VIAV
+248.6%
-63.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.7% | -3.3% | -0.8% |
| 7D | +0.6% | -4.6% | +5.2% | +2.0% |
| 30D | -0.1% | -10.4% | +10.3% | +2.4% |
| 3M | -8.4% | -34.5% | +26.1% | +2.5% |
| 6M | +32.2% | +7.0% | +25.2% | +24.6% |
| YTD | +28.9% | +95.6% | -66.7% | -3.1% |
| 1Y | +43.8% | +197.2% | -153.4% | -9.9% |
| All | +185.3% | +248.6% | -63.3% | +58.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VIAV.
Daily Out/Under-Performance
Portfolio return minus VIAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIAV 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 3y: compounded portfolio wealth divided by compounded VIAV 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…
3y analysis · Full analysis span regression · 6 months rolling