+1,450.1%
QLD vs VIG
+259.6%
+1,190.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.8% |
| 7D | -3.8% | +1.0% | -4.8% | -5.3% |
| 30D | -20.5% | +4.5% | -25.1% | -28.0% |
| 3M | -14.6% | +2.1% | -16.7% | -18.2% |
| 6M | -14.7% | +10.5% | -25.1% | -31.4% |
| YTD | +11.2% | +15.1% | -3.9% | -18.1% |
| 1Y | +7.1% | +16.9% | -9.8% | -23.8% |
| 3Y | +141.1% | +65.6% | +75.5% | -16.9% |
| 5Y | +84.3% | +64.4% | +19.9% | -26.8% |
| 10Y | +1,450.1% | +260.6% | +1,189.4% | +36.3% |
| All | +1,450.1% | +259.6% | +1,190.4% | +36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 10y: compounded portfolio wealth divided by compounded VIG 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…
10y analysis · Full analysis span regression · 6 months rolling