+1,502.1%
QLD vs VMC
+125.2%
+1,376.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.6% | -1.9% | -2.1% |
| 7D | +7.0% | -1.3% | +8.3% | +7.9% |
| 30D | -14.3% | +15.5% | -29.8% | -22.3% |
| 3M | -16.0% | +0.6% | -16.6% | -16.8% |
| 6M | -14.2% | +2.1% | -16.3% | -16.9% |
| YTD | +12.8% | -1.6% | +14.3% | +10.4% |
| 1Y | +14.1% | -1.2% | +15.2% | +11.3% |
| 3Y | +146.0% | +35.3% | +110.6% | +93.8% |
| 5Y | +82.0% | +43.6% | +38.4% | +40.2% |
| All | +1,502.1% | +125.2% | +1,376.9% | +806.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling