+1,631.1%
QLD vs VT
+224.5%
+1,406.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.4% | +0.4% |
| 7D | +0.6% | +0.4% | +0.1% | -0.5% |
| 30D | -0.1% | +1.0% | -1.1% | -2.2% |
| 3M | -8.4% | +2.4% | -10.7% | -11.5% |
| 6M | +32.2% | +12.0% | +20.2% | +4.1% |
| YTD | +28.9% | +15.3% | +13.6% | -5.0% |
| 1Y | +43.8% | +22.6% | +21.2% | -7.3% |
| 3Y | +176.6% | +74.7% | +101.9% | -14.4% |
| 5Y | +121.6% | +66.1% | +55.4% | -11.4% |
| All | +1,631.1% | +224.5% | +1,406.6% | +113.3% |
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