+1,418.0%
QLD vs VMC
+145.8%
+1,272.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.4% | +4.4% | +5.3% |
| 7D | -1.4% | +0.1% | -1.5% | -1.2% |
| 30D | -19.6% | +18.3% | -37.9% | -28.2% |
| 3M | -14.1% | +1.9% | -16.0% | -15.7% |
| 6M | -13.6% | +2.4% | -16.0% | -16.4% |
| YTD | +12.5% | +2.1% | +10.5% | +7.7% |
| 1Y | +13.1% | +1.5% | +11.7% | +8.7% |
| 3Y | +154.7% | +41.5% | +113.3% | +95.4% |
| 5Y | +81.1% | +46.4% | +34.7% | +37.7% |
| 10Y | +1,418.0% | +139.8% | +1,278.2% | +726.7% |
| All | +1,418.0% | +145.8% | +1,272.2% | +726.7% |
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