+1,418.0%
QLD vs VMC
+146.3%
+1,271.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.6% | +4.2% | +5.1% |
| 7D | -1.4% | +0.3% | -1.7% | -1.4% |
| 30D | -19.6% | +18.6% | -38.1% | -28.2% |
| 3M | -14.1% | +2.0% | -16.2% | -15.8% |
| 6M | -13.6% | +2.6% | -16.2% | -16.5% |
| YTD | +12.5% | +2.3% | +10.3% | +7.5% |
| 1Y | +13.1% | +1.7% | +11.5% | +8.6% |
| 3Y | +154.7% | +41.7% | +113.0% | +95.2% |
| 5Y | +81.1% | +46.6% | +34.4% | +37.5% |
| 10Y | +1,418.0% | +140.3% | +1,277.7% | +725.7% |
| All | +1,418.0% | +146.3% | +1,271.7% | +725.7% |
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