+62.6%
QLD vs VO
+33.1%
+29.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -3.5% | -9.2% | -5.1% |
| 7D | -18.6% | -3.3% | -15.2% | -11.6% |
| 30D | -28.3% | -1.8% | -26.4% | -24.8% |
| 3M | -20.4% | -3.4% | -17.0% | -13.4% |
| 6M | -14.3% | +3.0% | -17.3% | -17.9% |
| YTD | +2.8% | +10.7% | -8.0% | -15.5% |
| 1Y | -1.2% | +11.8% | -13.0% | -20.4% |
| 3Y | +135.3% | +60.4% | +74.9% | -9.6% |
| 5Y | +62.6% | +33.6% | +29.0% | +3.0% |
| All | +62.6% | +33.1% | +29.4% | +3.0% |
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