+176.0%
QLD vs VRSK
-25.7%
+201.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | -0.6% |
| 7D | +1.9% | -5.4% | +7.3% | +2.0% |
| 30D | -1.8% | -1.8% | 0.0% | -1.8% |
| 3M | -0.1% | -2.2% | +2.1% | -0.7% |
| 6M | +32.6% | -14.9% | +47.5% | +35.4% |
| YTD | +27.9% | -20.0% | +47.9% | +32.6% |
| 1Y | +40.3% | -33.1% | +73.4% | +54.7% |
| All | +176.0% | -25.7% | +201.7% | +190.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling