+1,351.8%
QLD vs VMC
+159.8%
+1,192.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.0% | +3.5% | +3.2% |
| 7D | -10.3% | +0.5% | -10.8% | -10.5% |
| 30D | -26.1% | +15.8% | -41.9% | -33.0% |
| 3M | -17.8% | +0.6% | -18.3% | -18.6% |
| 6M | -15.6% | -4.0% | -11.5% | -14.9% |
| YTD | +5.4% | -0.3% | +5.7% | +2.3% |
| 1Y | +5.2% | -0.5% | +5.7% | +2.4% |
| 3Y | +139.4% | +39.6% | +99.9% | +85.7% |
| 5Y | +66.7% | +50.1% | +16.7% | +25.9% |
| All | +1,351.8% | +159.8% | +1,192.1% | +709.9% |
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