+9,127.5%
QLD vs VMC
+357.7%
+8,769.8%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +5.4% |
| 3M | -8.4% | -7.0% | -1.3% | -5.1% |
| 6M | +32.2% | -10.8% | +43.0% | +40.3% |
| YTD | +28.9% | -7.4% | +36.3% | +32.2% |
| 1Y | +43.8% | -9.5% | +53.3% | +49.3% |
| 3Y | +176.6% | +20.5% | +156.1% | +138.1% |
| 5Y | +121.6% | +51.6% | +70.0% | +70.0% |
| 10Y | +1,652.9% | +150.0% | +1,502.9% | +780.1% |
| All | +9,127.5% | +357.7% | +8,769.8% | +2,667.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling