+121.0%
QLD vs VMC
+52.7%
+68.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | -0.5% |
| 7D | +0.6% | -4.3% | +4.9% | +4.5% |
| 30D | -0.1% | -8.2% | +8.1% | +7.5% |
| 3M | -8.4% | -7.0% | -1.3% | -4.3% |
| 6M | +32.2% | -10.8% | +43.0% | +42.7% |
| YTD | +28.9% | -7.4% | +36.3% | +31.0% |
| 1Y | +43.8% | -9.5% | +53.3% | +48.6% |
| 3Y | +176.6% | +20.5% | +156.1% | +102.5% |
| All | +121.0% | +52.7% | +68.4% | +23.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling