+1,993.6%
QLD vs VTEB
+28.0%
+1,965.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -0.6% |
| 7D | -3.8% | +0.7% | -4.5% | -4.8% |
| 30D | -20.5% | +4.0% | -24.6% | -25.0% |
| 3M | -14.6% | -0.5% | -14.1% | -14.0% |
| 6M | -14.7% | -0.6% | -14.0% | -13.8% |
| YTD | +11.2% | +0.4% | +10.8% | +10.9% |
| 1Y | +7.1% | +0.8% | +6.3% | +6.3% |
| 3Y | +141.1% | +11.5% | +129.6% | +107.2% |
| 5Y | +84.3% | +3.4% | +80.8% | +73.2% |
| 10Y | +1,450.1% | +23.5% | +1,426.5% | +1,780.3% |
| All | +1,993.6% | +28.0% | +1,965.6% | +3,160.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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