+122.5%
QLD vs VRSK
-10.8%
+133.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | -1.3% |
| 7D | +1.9% | -5.4% | +7.3% | +4.6% |
| 30D | -1.8% | -1.8% | 0.0% | -1.3% |
| 3M | -0.1% | -2.2% | +2.1% | -2.1% |
| 6M | +32.6% | -14.9% | +47.5% | +40.9% |
| YTD | +27.9% | -20.0% | +47.9% | +41.3% |
| 1Y | +40.3% | -33.1% | +73.4% | +78.3% |
| 3Y | +182.5% | -25.6% | +208.1% | +196.3% |
| 5Y | +122.5% | -10.1% | +132.6% | +79.8% |
| All | +122.5% | -10.8% | +133.3% | +79.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling