+1,631.1%
QLD vs VO
+194.3%
+1,436.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.7% |
| 7D | +0.6% | -0.3% | +0.8% | +1.1% |
| 30D | -0.1% | -0.3% | +0.2% | +0.6% |
| 3M | -8.4% | +2.9% | -11.3% | -12.5% |
| 6M | +32.2% | +9.3% | +22.9% | +12.5% |
| YTD | +28.9% | +14.2% | +14.7% | +0.7% |
| 1Y | +43.8% | +15.3% | +28.6% | +10.6% |
| 3Y | +176.6% | +56.2% | +120.3% | +23.2% |
| 5Y | +121.6% | +42.4% | +79.1% | +33.6% |
| All | +1,631.1% | +194.3% | +1,436.8% | +234.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 10y: compounded portfolio wealth divided by compounded VO 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…
10y analysis · Full analysis span regression · 6 months rolling