+7,256.1%
QLD vs VO
+567.0%
+6,689.1%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -3.5% | -9.2% | -6.4% |
| 7D | -18.6% | -3.3% | -15.2% | -12.8% |
| 30D | -28.3% | -1.8% | -26.4% | -25.3% |
| 3M | -20.4% | -3.4% | -17.0% | -14.6% |
| 6M | -14.3% | +3.0% | -17.3% | -17.2% |
| YTD | +2.8% | +10.7% | -8.0% | -12.4% |
| 1Y | -1.2% | +11.8% | -13.0% | -17.1% |
| 3Y | +135.3% | +60.4% | +74.9% | +9.5% |
| 5Y | +62.6% | +33.6% | +29.0% | +19.0% |
| 10Y | +1,384.3% | +202.0% | +1,182.3% | +219.5% |
| All | +7,256.1% | +567.0% | +6,689.1% | +507.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling