+121.0%
QLD vs VO
+42.6%
+78.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.8% |
| 7D | +0.6% | -0.3% | +0.8% | +1.2% |
| 30D | -0.1% | -0.3% | +0.2% | +0.7% |
| 3M | -8.4% | +2.9% | -11.3% | -12.9% |
| 6M | +32.2% | +9.3% | +22.9% | +10.8% |
| YTD | +28.9% | +14.2% | +14.7% | -1.6% |
| 1Y | +43.8% | +15.3% | +28.6% | +7.8% |
| 3Y | +176.6% | +56.2% | +120.3% | +12.3% |
| All | +121.0% | +42.6% | +78.4% | +21.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling