+121.0%
QLD vs VIG
+63.1%
+57.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +1.5% |
| 7D | +0.6% | -0.4% | +1.0% | +1.7% |
| 30D | -0.1% | -1.0% | +0.8% | +2.4% |
| 3M | -8.4% | +2.8% | -11.1% | -14.2% |
| 6M | +32.2% | +8.2% | +24.0% | +8.6% |
| YTD | +28.9% | +11.0% | +17.9% | -0.9% |
| 1Y | +43.8% | +16.1% | +27.7% | -1.4% |
| 3Y | +176.6% | +56.2% | +120.4% | -8.6% |
| All | +121.0% | +63.1% | +57.9% | -27.1% |
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