+205.6%
QLD vs VLTO
+27.2%
+178.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +1.2% |
| 7D | +0.6% | -2.3% | +2.8% | +1.8% |
| 30D | -0.1% | -0.9% | +0.7% | +0.2% |
| 3M | -8.4% | +13.8% | -22.2% | -16.4% |
| 6M | +32.2% | +2.0% | +30.2% | +29.6% |
| YTD | +28.9% | -3.2% | +32.1% | +30.7% |
| 1Y | +43.8% | -9.2% | +53.0% | +52.1% |
| All | +205.6% | +27.2% | +178.4% | +175.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling