+1,628.2%
QLD vs VMC
+153.4%
+1,474.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | -0.3% |
| 7D | +0.6% | -4.3% | +4.9% | +3.4% |
| 30D | -0.1% | -8.2% | +8.1% | +5.3% |
| 3M | -8.4% | -7.0% | -1.3% | -5.1% |
| 6M | +32.2% | -10.8% | +43.0% | +40.2% |
| YTD | +28.9% | -7.4% | +36.3% | +31.9% |
| 1Y | +43.8% | -9.5% | +53.3% | +49.0% |
| 3Y | +176.6% | +20.5% | +156.1% | +137.5% |
| 5Y | +121.6% | +51.6% | +70.0% | +69.2% |
| All | +1,628.2% | +153.4% | +1,474.8% | +875.9% |
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