+1,502.1%
QLD vs VRSK
+162.8%
+1,339.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.7% | -3.2% | -3.0% |
| 7D | +7.0% | +1.6% | +5.4% | +5.6% |
| 30D | -14.3% | +15.1% | -29.4% | -25.7% |
| 3M | -16.0% | +12.1% | -28.1% | -26.9% |
| 6M | -14.2% | +29.4% | -43.6% | -38.1% |
| YTD | +12.8% | -6.4% | +19.1% | +6.8% |
| 1Y | +14.1% | -3.6% | +17.6% | +4.3% |
| 3Y | +146.0% | -10.9% | +156.9% | +117.9% |
| 5Y | +82.0% | -0.5% | +82.5% | +42.4% |
| All | +1,502.1% | +162.8% | +1,339.3% | +381.5% |
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