+1,502.1%
QLD vs VIG
+262.6%
+1,239.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | +7.0% | +3.5% | +3.5% | -0.9% |
| 30D | -14.3% | +4.9% | -19.3% | -23.0% |
| 3M | -16.0% | +2.5% | -18.5% | -20.3% |
| 6M | -14.2% | +11.0% | -25.3% | -31.8% |
| YTD | +12.8% | +16.0% | -3.2% | -18.3% |
| 1Y | +14.1% | +17.5% | -3.5% | -19.8% |
| 3Y | +146.0% | +67.0% | +79.0% | -16.9% |
| 5Y | +82.0% | +64.8% | +17.2% | -28.1% |
| All | +1,502.1% | +262.6% | +1,239.5% | +38.0% |
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