+1,553.3%
QLD vs VTR
+134.2%
+1,419.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.1% | +4.6% | +4.6% |
| 7D | -1.2% | +1.4% | -2.6% | -1.7% |
| 30D | -15.7% | +8.2% | -23.9% | -18.5% |
| 3M | -10.0% | +4.6% | -14.6% | -12.1% |
| 6M | -11.2% | +4.3% | -15.6% | -14.4% |
| YTD | +16.4% | +19.0% | -2.6% | +6.0% |
| 1Y | +12.7% | +21.6% | -9.0% | +1.5% |
| 3Y | +152.3% | +132.2% | +20.1% | +69.5% |
| 5Y | +91.8% | +94.4% | -2.6% | +38.5% |
| All | +1,553.3% | +134.2% | +1,419.1% | +932.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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