+37.1%
QLD vs VRSK
-33.5%
+70.6%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.0% | -2.5% |
| 7D | -2.6% | -7.7% | +5.1% | -4.5% |
| 30D | -3.3% | -2.8% | -0.4% | -3.8% |
| 3M | +1.8% | -3.7% | +5.5% | +1.2% |
| 6M | +29.7% | -12.8% | +42.5% | +28.4% |
| YTD | +25.1% | -21.0% | +46.1% | +21.2% |
| 1Y | +37.1% | -32.5% | +69.6% | +30.4% |
| All | +37.1% | -33.5% | +70.6% | +30.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling