+67.2%
QLD vs VO
+32.6%
+34.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.1% | +2.7% | +2.8% |
| 7D | -10.3% | -2.6% | -7.7% | -4.4% |
| 30D | -26.1% | -0.9% | -25.1% | -24.0% |
| 3M | -17.8% | -3.0% | -14.7% | -11.3% |
| 6M | -15.6% | +2.2% | -17.8% | -17.8% |
| YTD | +5.4% | +10.6% | -5.2% | -13.1% |
| 1Y | +5.2% | +12.5% | -7.3% | -16.4% |
| 3Y | +139.4% | +61.4% | +78.1% | -9.3% |
| All | +67.2% | +32.6% | +34.5% | +8.3% |
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 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