+133.5%
QLD vs VO
+60.4%
+73.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -3.5% | -9.2% | -5.1% |
| 7D | -18.6% | -3.3% | -15.2% | -11.7% |
| 30D | -28.3% | -1.8% | -26.4% | -24.8% |
| 3M | -20.4% | -3.4% | -17.0% | -13.5% |
| 6M | -14.3% | +3.0% | -17.3% | -17.7% |
| YTD | +2.8% | +10.7% | -8.0% | -14.8% |
| 1Y | -1.2% | +11.8% | -13.0% | -19.7% |
| All | +133.5% | +60.4% | +73.1% | +6.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling