+67.2%
QLD vs VIAV
+79.2%
-12.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +8.3% | -5.7% | -0.9% |
| 7D | -10.3% | -4.8% | -5.4% | -8.4% |
| 30D | -26.1% | -38.5% | +12.4% | -10.4% |
| 3M | -17.8% | -29.9% | +12.1% | -7.7% |
| 6M | -15.6% | -46.3% | +30.7% | +4.0% |
| YTD | +5.4% | +59.8% | -54.4% | -29.3% |
| 1Y | +5.2% | +62.3% | -57.1% | -30.3% |
| 3Y | +139.4% | +243.0% | -103.6% | -10.6% |
| All | +67.2% | +79.2% | -12.0% | +18.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling