+1,418.0%
QLD vs VTR
+119.4%
+1,298.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.8% | +6.0% | +6.5% |
| 7D | -1.4% | +3.2% | -4.6% | -2.6% |
| 30D | -19.6% | +9.1% | -28.7% | -22.5% |
| 3M | -14.1% | -3.6% | -10.6% | -13.4% |
| 6M | -13.6% | +3.8% | -17.4% | -16.5% |
| YTD | +12.5% | +17.8% | -5.2% | +2.9% |
| 1Y | +13.1% | +20.5% | -7.4% | +2.3% |
| 3Y | +154.7% | +132.4% | +22.3% | +71.1% |
| 5Y | +81.1% | +99.9% | -18.8% | +29.5% |
| 10Y | +1,418.0% | +124.3% | +1,293.7% | +846.8% |
| All | +1,418.0% | +119.4% | +1,298.6% | +846.8% |
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