+143.6%
QLD vs VLTO
+54.1%
+89.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -0.4% | -12.3% | -12.6% |
| 7D | -18.6% | +12.0% | -30.6% | -22.9% |
| 30D | -28.3% | +20.8% | -49.1% | -34.9% |
| 3M | -20.4% | +20.1% | -40.5% | -27.6% |
| 6M | -14.3% | +32.6% | -46.9% | -27.5% |
| YTD | +2.8% | +17.3% | -14.6% | -5.6% |
| 1Y | -1.2% | +17.3% | -18.5% | -9.6% |
| 3Y | +135.3% | +66.9% | +68.4% | +85.1% |
| All | +143.6% | +54.1% | +89.5% | +98.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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