+9,127.5%
QLD vs VIG
+642.4%
+8,485.1%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +1.3% |
| 7D | +0.6% | -0.4% | +1.0% | +1.5% |
| 30D | -0.1% | -1.0% | +0.8% | +2.0% |
| 3M | -8.4% | +2.8% | -11.1% | -13.2% |
| 6M | +32.2% | +8.2% | +24.0% | +12.5% |
| YTD | +28.9% | +11.0% | +17.9% | +3.9% |
| 1Y | +43.8% | +16.1% | +27.7% | +5.5% |
| 3Y | +176.6% | +56.2% | +120.4% | +14.1% |
| 5Y | +121.6% | +63.0% | +58.6% | -5.0% |
| 10Y | +1,652.9% | +241.4% | +1,411.5% | +89.1% |
| All | +9,127.5% | +642.4% | +8,485.1% | +167.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling