+139.4%
QLD vs VLTO
+69.5%
+70.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.5% | +2.1% | +2.3% |
| 7D | -10.3% | +5.4% | -15.7% | -12.4% |
| 30D | -26.1% | +22.3% | -48.4% | -33.4% |
| 3M | -17.8% | +19.6% | -37.4% | -25.1% |
| 6M | -15.6% | +35.2% | -50.7% | -29.7% |
| YTD | +5.4% | +17.9% | -12.5% | -3.3% |
| 1Y | +5.2% | +19.5% | -14.3% | -4.9% |
| 3Y | +139.4% | +73.9% | +65.5% | +97.7% |
| All | +139.4% | +69.5% | +70.0% | +97.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling