+1,657.6%
QLD vs VRSK
+126.1%
+1,531.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.6% |
| 7D | -1.2% | -5.2% | +3.9% | +3.0% |
| 30D | -3.0% | -2.3% | -0.7% | -1.9% |
| 3M | -2.8% | -2.9% | +0.1% | -5.2% |
| 6M | +32.0% | -12.8% | +44.8% | +38.3% |
| YTD | +27.3% | -20.8% | +48.1% | +43.9% |
| 1Y | +37.9% | -33.2% | +71.2% | +81.9% |
| 3Y | +174.6% | -26.6% | +201.2% | +199.3% |
| 5Y | +124.8% | -11.3% | +136.1% | +96.6% |
| All | +1,657.6% | +126.1% | +1,531.6% | +526.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 10y: compounded portfolio wealth divided by compounded VRSK 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…
10y analysis · Full analysis span regression · 6 months rolling