+14.7%
QLD vs VMC
+3.7%
+11.0%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.6% | -2.7% | +0.8% |
| 7D | -9.4% | +12.3% | -21.7% | -12.1% |
| 30D | -17.1% | +21.2% | -38.3% | -21.5% |
| 3M | -10.4% | +4.6% | -15.0% | -11.3% |
| 6M | +0.7% | +3.9% | -3.1% | -1.0% |
| YTD | +17.7% | +5.0% | +12.8% | +9.7% |
| 1Y | +14.7% | +2.6% | +12.1% | +8.4% |
| All | +14.7% | +3.7% | +11.0% | +8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 1y: compounded portfolio wealth divided by compounded VMC 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…
1y analysis · Full analysis span regression · 6 months rolling