+7,859.7%
QLD vs VNQ
+255.4%
+7,604.3%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.0% |
| 7D | -3.8% | +2.2% | -6.0% | -5.5% |
| 30D | -20.5% | +7.1% | -27.6% | -25.6% |
| 3M | -14.6% | +0.8% | -15.5% | -15.5% |
| 6M | -14.7% | +2.2% | -16.9% | -17.6% |
| YTD | +11.2% | +12.8% | -1.6% | -2.2% |
| 1Y | +7.1% | +11.7% | -4.6% | -5.0% |
| 3Y | +141.1% | +44.5% | +96.6% | +67.4% |
| 5Y | +84.3% | +7.6% | +76.6% | +78.7% |
| 10Y | +1,450.1% | +85.2% | +1,364.9% | +880.2% |
| All | +7,859.7% | +255.4% | +7,604.3% | +2,635.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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