+166.8%
QLD vs VLTO
+56.1%
+110.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.8% | +6.0% | +6.4% |
| 7D | -1.4% | +2.0% | -3.5% | -2.3% |
| 30D | -19.6% | +21.8% | -41.4% | -27.2% |
| 3M | -14.1% | +20.2% | -34.4% | -21.8% |
| 6M | -13.6% | +36.3% | -50.0% | -28.0% |
| YTD | +12.5% | +18.8% | -6.3% | +2.8% |
| 1Y | +13.1% | +20.4% | -7.2% | +2.0% |
| 3Y | +154.7% | +71.9% | +82.8% | +97.9% |
| All | +166.8% | +56.1% | +110.7% | +116.3% |
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