+141.1%
QLD vs VMC
+39.7%
+101.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -0.8% |
| 7D | -3.8% | +1.1% | -4.9% | -4.1% |
| 30D | -20.5% | +17.7% | -38.2% | -28.1% |
| 3M | -14.6% | +1.1% | -15.7% | -15.3% |
| 6M | -14.7% | +1.8% | -16.5% | -16.8% |
| YTD | +11.2% | +1.5% | +9.7% | +5.8% |
| 1Y | +7.1% | -1.1% | +8.2% | +4.2% |
| 3Y | +141.1% | +38.8% | +102.3% | +78.0% |
| All | +141.1% | +39.7% | +101.4% | +78.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling