+1,315.8%
QLD vs VT
+214.8%
+1,101.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -4.1% | -8.7% | -3.1% |
| 7D | -18.6% | -4.2% | -14.4% | -9.2% |
| 30D | -28.3% | -5.8% | -22.5% | -16.5% |
| 3M | -20.4% | -5.2% | -15.1% | -8.2% |
| 6M | -14.3% | +0.1% | -14.4% | -11.4% |
| YTD | +2.8% | +8.2% | -5.5% | -10.9% |
| 1Y | -1.2% | +10.1% | -11.3% | -17.4% |
| 3Y | +135.3% | +69.7% | +65.7% | -21.4% |
| 5Y | +62.6% | +53.4% | +9.2% | -21.2% |
| All | +1,315.8% | +214.8% | +1,101.0% | +87.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 10y: compounded portfolio wealth divided by compounded VT 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…
10y analysis · Full analysis span regression · 6 months rolling