+10,202.3%
QLD vs VRSK
+711.8%
+9,490.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -25.5% |
| 3M | -16.0% | +12.1% | -28.1% | -26.8% |
| 6M | -14.2% | +29.4% | -43.6% | -37.2% |
| YTD | +12.8% | -6.4% | +19.1% | +6.1% |
| 1Y | +14.1% | -3.6% | +17.6% | +4.0% |
| 3Y | +146.0% | -10.9% | +156.9% | +121.9% |
| 5Y | +82.0% | -0.5% | +82.5% | +49.9% |
| 10Y | +1,470.1% | +163.7% | +1,306.5% | +492.6% |
| All | +10,202.3% | +711.8% | +9,490.6% | +1,696.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling