+11,677.5%
QLD vs VRSK
+623.8%
+11,053.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.5% | +2.9% | +2.4% |
| 7D | +0.6% | -3.1% | +3.7% | +3.1% |
| 30D | -0.1% | -1.6% | +1.4% | +0.4% |
| 3M | -8.4% | +3.5% | -11.9% | -15.0% |
| 6M | +32.2% | -13.4% | +45.6% | +39.6% |
| YTD | +28.9% | -16.5% | +45.4% | +38.4% |
| 1Y | +43.8% | -30.6% | +74.4% | +79.4% |
| 3Y | +176.6% | -21.9% | +198.5% | +189.5% |
| 5Y | +121.6% | -6.3% | +127.9% | +97.2% |
| 10Y | +1,652.9% | +133.1% | +1,519.8% | +661.1% |
| All | +11,677.5% | +623.8% | +11,053.7% | +2,244.9% |
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