+86.7%
QLD vs VT
+60.6%
+26.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.7% | +0.2% | -2.6% |
| 7D | -9.4% | -0.3% | -9.1% | -8.5% |
| 30D | -17.1% | -1.4% | -15.6% | -13.5% |
| 3M | -10.4% | -1.4% | -9.0% | -6.3% |
| 6M | +0.7% | +5.5% | -4.7% | -9.6% |
| YTD | +17.7% | +12.8% | +4.9% | -10.8% |
| 1Y | +14.7% | +15.4% | -0.8% | -17.8% |
| 3Y | +169.6% | +76.9% | +92.8% | -31.1% |
| 5Y | +86.7% | +60.4% | +26.2% | -26.9% |
| All | +86.7% | +60.6% | +26.1% | -26.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling