+7,443.4%
QLD vs VMC
+392.7%
+7,050.7%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -33.2% |
| 3M | -17.8% | +0.6% | -18.3% | -18.7% |
| 6M | -15.6% | -4.0% | -11.5% | -14.9% |
| YTD | +5.4% | -0.3% | +5.7% | +2.4% |
| 1Y | +5.2% | -0.5% | +5.7% | +2.4% |
| 3Y | +139.4% | +39.6% | +99.9% | +86.0% |
| 5Y | +66.7% | +50.1% | +16.7% | +27.9% |
| 10Y | +1,422.1% | +163.9% | +1,258.1% | +636.3% |
| All | +7,443.4% | +392.7% | +7,050.7% | +2,042.9% |
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 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