+2,327.0%
QLD vs VTEB
+26.7%
+2,300.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +0.6% | -0.8% | +1.3% | +1.7% |
| 30D | -0.1% | -1.3% | +1.2% | +1.8% |
| 3M | -8.4% | -2.1% | -6.2% | -5.4% |
| 6M | +32.2% | -1.7% | +33.9% | +35.9% |
| YTD | +28.9% | -0.6% | +29.5% | +30.5% |
| 1Y | +43.8% | +3.1% | +40.8% | +38.7% |
| 3Y | +176.6% | +9.2% | +167.4% | +145.0% |
| 5Y | +121.6% | +2.2% | +119.4% | +112.0% |
| 10Y | +1,652.9% | +18.8% | +1,634.1% | +1,790.1% |
| All | +2,327.0% | +26.7% | +2,300.3% | +3,738.0% |
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