+67.2%
QLD vs VIG
+59.0%
+8.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +2.9% | +3.5% |
| 7D | -10.3% | -1.8% | -8.5% | -5.4% |
| 30D | -26.1% | +2.7% | -28.7% | -30.9% |
| 3M | -17.8% | 0.0% | -17.7% | -17.5% |
| 6M | -15.6% | +6.8% | -22.3% | -28.4% |
| YTD | +5.4% | +12.1% | -6.7% | -20.8% |
| 1Y | +5.2% | +14.8% | -9.6% | -25.8% |
| 3Y | +139.4% | +62.4% | +77.0% | -29.5% |
| All | +67.2% | +59.0% | +8.1% | -41.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling